+96.7%
ELAN vs SPY
+77.0%
+19.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.3% |
| 7D | -5.4% | -0.8% | -4.7% | -4.4% |
| 30D | +4.7% | -1.1% | +5.8% | +6.2% |
| 3M | -3.7% | +3.9% | -7.5% | -8.7% |
| 6M | -1.2% | +13.6% | -14.8% | -16.0% |
| YTD | +2.4% | +12.7% | -10.3% | -11.9% |
| 1Y | +23.4% | +17.5% | +5.9% | +0.6% |
| 3Y | +96.7% | +76.9% | +19.8% | -17.4% |
| All | +96.7% | +77.0% | +19.7% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling