-30.4%
ELAN vs STLA
-62.8%
+32.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.5% |
| 7D | -5.4% | -2.9% | -2.6% | -4.4% |
| 30D | +4.7% | +0.9% | +3.8% | +4.0% |
| 3M | -3.7% | -21.6% | +18.0% | +4.5% |
| 6M | -1.2% | -21.6% | +20.4% | +7.2% |
| YTD | +2.4% | -50.4% | +52.8% | +27.6% |
| 1Y | +23.4% | -43.6% | +66.9% | +43.8% |
| 3Y | +96.7% | -66.4% | +163.1% | +166.5% |
| All | -30.4% | -62.8% | +32.5% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling