-35.6%
ELAN vs STZ
-34.6%
-1.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.8% |
| 7D | -5.4% | -4.5% | -1.0% | -3.6% |
| 30D | +4.7% | -8.6% | +13.3% | +8.7% |
| 3M | -3.7% | -13.8% | +10.1% | +2.1% |
| 6M | -1.2% | -17.2% | +16.0% | +6.1% |
| YTD | +2.4% | -9.4% | +11.7% | +4.3% |
| 1Y | +23.4% | -11.9% | +35.2% | +26.8% |
| 3Y | +96.7% | -49.6% | +146.3% | +161.4% |
| 5Y | -30.6% | -37.2% | +6.6% | -16.8% |
| All | -35.6% | -34.6% | -1.0% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling