-35.6%
ELAN vs SPG
+74.9%
-110.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | -5.4% | -1.2% | -4.3% | -5.0% |
| 30D | +4.7% | -6.1% | +10.8% | +7.4% |
| 3M | -3.7% | -3.6% | 0.0% | -2.3% |
| 6M | -1.2% | +10.4% | -11.6% | -5.0% |
| YTD | +2.4% | +14.4% | -12.0% | -3.0% |
| 1Y | +23.4% | +16.5% | +6.8% | +15.8% |
| 3Y | +96.7% | +106.8% | -10.1% | +48.2% |
| 5Y | -30.6% | +108.9% | -139.5% | -48.1% |
| All | -35.6% | +74.9% | -110.5% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling