-33.4%
ELAN vs STT
+177.9%
-211.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.6% |
| 7D | +0.3% | +2.2% | -1.9% | -0.7% |
| 30D | +8.4% | +3.9% | +4.5% | +6.4% |
| 3M | +1.2% | +19.2% | -17.9% | -6.9% |
| 6M | +2.6% | +60.4% | -57.8% | -17.6% |
| YTD | +5.9% | +51.5% | -45.5% | -12.9% |
| 1Y | +25.8% | +76.3% | -50.5% | -3.8% |
| 3Y | +106.8% | +200.7% | -93.9% | +24.0% |
| 5Y | -29.3% | +157.5% | -186.7% | -56.5% |
| All | -33.4% | +177.9% | -211.3% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling