+40.2%
ELAN vs STZ
-10.2%
+50.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +1.6% | -1.9% | +3.5% | +1.8% |
| 30D | -6.6% | -1.9% | -4.7% | -6.4% |
| 3M | -0.8% | -6.2% | +5.4% | -0.2% |
| 6M | +0.2% | -14.0% | +14.3% | +2.4% |
| YTD | +8.3% | -5.1% | +13.4% | +7.6% |
| 1Y | +40.2% | -9.6% | +49.8% | +42.3% |
| All | +40.2% | -10.2% | +50.4% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling