-31.5%
ELAN vs STZ
-37.5%
+6.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.8% |
| 7D | -6.4% | -4.1% | -2.3% | -4.7% |
| 30D | +0.6% | -7.6% | +8.2% | +4.0% |
| 3M | 0.0% | -12.3% | +12.2% | +5.3% |
| 6M | -3.4% | -16.3% | +12.9% | +3.5% |
| YTD | +1.0% | -8.4% | +9.4% | +1.8% |
| 1Y | +24.7% | -10.8% | +35.5% | +26.8% |
| 3Y | +97.2% | -49.0% | +146.2% | +171.5% |
| 5Y | -31.5% | -36.5% | +5.0% | -16.1% |
| All | -31.5% | -37.5% | +6.0% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling