+94.1%
ELAN vs SPG
+106.6%
-12.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | -6.4% | -2.2% | -4.2% | -4.9% |
| 30D | +0.6% | -5.8% | +6.3% | +4.8% |
| 3M | 0.0% | -2.8% | +2.8% | +1.6% |
| 6M | -3.4% | +8.9% | -12.3% | -9.3% |
| YTD | +1.0% | +14.3% | -13.3% | -8.4% |
| 1Y | +24.7% | +19.5% | +5.2% | +9.2% |
| All | +94.1% | +106.6% | -12.6% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling