-34.6%
ELAN vs SPG
+72.8%
-107.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -0.3% |
| 7D | -4.6% | -2.7% | -1.9% | -3.5% |
| 30D | +5.7% | -7.3% | +13.0% | +9.0% |
| 3M | -3.9% | -3.5% | -0.4% | -2.6% |
| 6M | -1.6% | +8.5% | -10.1% | -4.8% |
| YTD | +4.1% | +13.0% | -8.9% | -1.0% |
| 1Y | +25.5% | +18.0% | +7.5% | +17.2% |
| 3Y | +103.2% | +104.5% | -1.3% | +53.8% |
| 5Y | -29.8% | +102.0% | -131.8% | -46.9% |
| All | -34.6% | +72.8% | -107.3% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling