+99.9%
ELAN vs SN
+368.4%
-268.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -0.6% |
| 7D | -4.6% | -3.4% | -1.2% | -3.5% |
| 30D | +5.7% | -9.1% | +14.8% | +8.8% |
| 3M | -3.9% | +31.8% | -35.6% | -13.4% |
| 6M | -1.6% | +52.0% | -53.7% | -16.0% |
| YTD | +4.1% | +51.3% | -47.2% | -11.2% |
| 1Y | +25.5% | +46.9% | -21.3% | +7.6% |
| All | +99.9% | +368.4% | -268.5% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling