+94.1%
ELAN vs STZ
-49.0%
+143.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.7% |
| 7D | -6.4% | -4.1% | -2.3% | -4.9% |
| 30D | +0.6% | -7.6% | +8.2% | +3.6% |
| 3M | 0.0% | -12.3% | +12.2% | +4.8% |
| 6M | -3.4% | -16.3% | +12.9% | +2.8% |
| YTD | +1.0% | -8.4% | +9.4% | +1.3% |
| 1Y | +24.7% | -10.8% | +35.5% | +26.3% |
| All | +94.1% | -49.0% | +143.1% | +162.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling