-33.4%
ELAN vs SPY
+195.6%
-229.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.6% |
| 7D | +0.3% | +0.5% | -0.3% | -0.3% |
| 30D | +8.4% | -0.9% | +9.3% | +9.5% |
| 3M | +1.2% | +3.9% | -2.7% | -3.1% |
| 6M | +2.6% | +14.5% | -11.9% | -11.1% |
| YTD | +5.9% | +12.9% | -7.0% | -6.7% |
| 1Y | +25.8% | +19.4% | +6.5% | +4.4% |
| 3Y | +106.8% | +78.5% | +28.4% | +13.7% |
| 5Y | -29.3% | +81.8% | -111.0% | -61.5% |
| All | -33.4% | +195.6% | -229.0% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling