-33.4%
ELAN vs STLA
-45.0%
+11.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.0% |
| 7D | +0.3% | +0.7% | -0.5% | -0.1% |
| 30D | +8.4% | -2.4% | +10.7% | +9.0% |
| 3M | +1.2% | -23.9% | +25.1% | +11.2% |
| 6M | +2.6% | -24.6% | +27.2% | +13.0% |
| YTD | +5.9% | -50.5% | +56.4% | +32.6% |
| 1Y | +25.8% | -39.8% | +65.7% | +43.6% |
| 3Y | +106.8% | -65.6% | +172.4% | +181.1% |
| 5Y | -29.3% | -62.1% | +32.8% | -10.7% |
| All | -33.4% | -45.0% | +11.5% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling