-31.5%
ELAN vs STLD
+284.4%
-316.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.5% |
| 7D | -6.4% | -3.6% | -2.8% | -5.3% |
| 30D | +0.6% | -10.1% | +10.7% | +3.7% |
| 3M | 0.0% | -11.4% | +11.4% | +3.1% |
| 6M | -3.4% | +30.8% | -34.2% | -11.9% |
| YTD | +1.0% | +40.7% | -39.6% | -10.4% |
| 1Y | +24.7% | +80.8% | -56.1% | +1.7% |
| 3Y | +97.2% | +140.2% | -42.9% | +43.3% |
| 5Y | -31.5% | +288.5% | -320.0% | -55.6% |
| All | -31.5% | +284.4% | -316.0% | -55.6% |
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