+103.0%
ELAN vs SN
+490.7%
-387.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.6% |
| 7D | +1.6% | -9.3% | +11.0% | +4.3% |
| 30D | -6.6% | -4.8% | -1.8% | -5.5% |
| 3M | -0.8% | +40.4% | -41.3% | -10.9% |
| 6M | +0.2% | +50.9% | -50.7% | -12.1% |
| YTD | +8.3% | +54.9% | -46.7% | -5.9% |
| 1Y | +40.2% | +43.0% | -2.8% | +23.9% |
| 3Y | +97.7% | +391.8% | -294.1% | +34.1% |
| All | +103.0% | +490.7% | -387.7% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling