-31.9%
ELAN vs STLD
+496.8%
-528.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | +1.6% | +3.1% | -1.5% | +0.5% |
| 30D | -6.6% | -9.0% | +2.4% | -3.8% |
| 3M | -0.8% | -12.4% | +11.5% | +2.9% |
| 6M | +0.2% | +25.5% | -25.3% | -8.0% |
| YTD | +8.3% | +43.6% | -35.4% | -5.6% |
| 1Y | +40.2% | +87.2% | -46.9% | +11.2% |
| 3Y | +97.7% | +135.2% | -37.5% | +40.9% |
| 5Y | -28.3% | +290.9% | -319.1% | -58.7% |
| All | -31.9% | +496.8% | -528.8% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling