-19.1%
ELAN vs STLD
+291.0%
-310.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.4% |
| 6M | +21.9% | +1.8% | +20.2% | +19.9% |
| YTD | +17.0% | +42.1% | -25.1% | +2.9% |
| 1Y | +15.8% | +58.5% | -42.7% | -1.8% |
| 3Y | +147.9% | +128.2% | +19.7% | +81.1% |
| 5Y | -19.1% | +288.2% | -307.4% | -47.8% |
| All | -19.1% | +291.0% | -310.1% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling