-35.6%
ELAN vs STT
+180.1%
-215.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | -5.4% | -0.4% | -5.0% | -5.2% |
| 30D | +4.7% | +1.7% | +3.0% | +3.8% |
| 3M | -3.7% | +17.9% | -21.6% | -11.0% |
| 6M | -1.2% | +55.3% | -56.5% | -19.5% |
| YTD | +2.4% | +52.7% | -50.3% | -16.1% |
| 1Y | +23.4% | +75.7% | -52.3% | -5.6% |
| 3Y | +96.7% | +197.9% | -101.2% | +18.4% |
| 5Y | -30.6% | +158.8% | -189.4% | -57.4% |
| All | -35.6% | +180.1% | -215.7% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling