+96.7%
ELAN vs STLA
-66.1%
+162.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.6% |
| 7D | -5.4% | -2.9% | -2.6% | -4.5% |
| 30D | +4.7% | +0.9% | +3.8% | +4.1% |
| 3M | -3.7% | -21.6% | +18.0% | +3.7% |
| 6M | -1.2% | -21.6% | +20.4% | +6.5% |
| YTD | +2.4% | -50.4% | +52.8% | +24.8% |
| 1Y | +23.4% | -43.6% | +66.9% | +41.0% |
| 3Y | +96.7% | -66.4% | +163.1% | +139.9% |
| All | +96.7% | -66.1% | +162.8% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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