-30.4%
ELAN vs STT
+156.7%
-187.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.8% |
| 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% | -11.3% |
| 6M | -1.2% | +55.3% | -56.5% | -20.3% |
| YTD | +2.4% | +52.7% | -50.3% | -16.9% |
| 1Y | +23.4% | +75.7% | -52.3% | -6.9% |
| 3Y | +96.7% | +197.9% | -101.2% | +15.6% |
| All | -30.4% | +156.7% | -187.1% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling