+106.8%
ELAN vs STLD
+141.4%
-34.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.9% |
| 7D | +0.3% | +2.7% | -2.4% | -0.6% |
| 30D | +8.4% | -8.4% | +16.8% | +11.0% |
| 3M | +1.2% | -9.9% | +11.1% | +3.8% |
| 6M | +2.6% | +33.0% | -30.4% | -6.9% |
| YTD | +5.9% | +42.6% | -36.7% | -6.5% |
| 1Y | +25.8% | +80.8% | -54.9% | +2.4% |
| 3Y | +106.8% | +143.4% | -36.6% | +51.4% |
| All | +106.8% | +141.4% | -34.6% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling