-35.6%
ELAN vs SPY
+195.0%
-230.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.4% |
| 7D | -5.4% | -0.8% | -4.7% | -4.6% |
| 30D | +4.7% | -1.1% | +5.8% | +6.0% |
| 3M | -3.7% | +3.9% | -7.5% | -7.8% |
| 6M | -1.2% | +13.6% | -14.8% | -13.7% |
| YTD | +2.4% | +12.7% | -10.3% | -9.6% |
| 1Y | +23.4% | +17.5% | +5.9% | +4.1% |
| 3Y | +96.7% | +76.9% | +19.8% | +9.1% |
| 5Y | -30.6% | +83.6% | -114.2% | -62.6% |
| All | -35.6% | +195.0% | -230.6% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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