-36.5%
ELAN vs SPYG
+239.6%
-276.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.2% |
| 7D | -6.4% | -1.8% | -4.6% | -4.9% |
| 30D | +0.6% | -1.9% | +2.5% | +2.2% |
| 3M | 0.0% | +5.2% | -5.2% | -4.8% |
| 6M | -3.4% | +15.6% | -19.0% | -14.8% |
| YTD | +1.0% | +12.4% | -11.4% | -8.8% |
| 1Y | +24.7% | +17.5% | +7.3% | +8.4% |
| 3Y | +97.2% | +98.1% | -0.8% | +9.3% |
| 5Y | -31.5% | +84.9% | -116.4% | -60.2% |
| All | -36.5% | +239.6% | -276.1% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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