+20.1%
ELAN vs STLD
+57.2%
-37.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -1.4% |
| 7D | +4.6% | -0.5% | +5.1% | +4.8% |
| 30D | +17.4% | -0.1% | +17.4% | +17.2% |
| 3M | +16.5% | -9.2% | +25.6% | +19.2% |
| 6M | +21.9% | +1.8% | +20.2% | +18.6% |
| YTD | +17.0% | +42.1% | -25.1% | +3.0% |
| All | +20.1% | +57.2% | -37.1% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling