+89.4%
ELAN vs SN
+453.9%
-364.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.0% | -1.8% |
| 7D | -6.4% | -7.2% | +0.8% | -4.4% |
| 30D | +0.6% | -13.4% | +13.9% | +4.6% |
| 3M | 0.0% | +26.8% | -26.8% | -7.5% |
| 6M | -3.4% | +44.6% | -48.0% | -14.2% |
| YTD | +1.0% | +45.3% | -44.3% | -10.6% |
| 1Y | +24.7% | +40.1% | -15.4% | +11.0% |
| 3Y | +97.2% | +375.3% | -278.0% | +36.1% |
| All | +89.4% | +453.9% | -364.5% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling