-36.5%
ELAN vs SPXU
-98.6%
+62.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.8% | -2.3% |
| 7D | -6.4% | +6.4% | -12.7% | -4.2% |
| 30D | +0.6% | +5.9% | -5.4% | +2.9% |
| 3M | 0.0% | -11.7% | +11.6% | -3.9% |
| 6M | -3.4% | -28.7% | +25.3% | -12.4% |
| YTD | +1.0% | -26.4% | +27.4% | -6.7% |
| 1Y | +24.7% | -35.2% | +59.9% | +11.1% |
| 3Y | +97.2% | -79.8% | +177.0% | +31.6% |
| 5Y | -31.5% | -86.1% | +54.5% | -52.6% |
| All | -36.5% | -98.6% | +62.1% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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