-33.4%
ELAN vs STZ
-35.4%
+2.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.5% | +0.3% |
| 7D | +0.3% | -7.4% | +7.6% | +3.6% |
| 30D | +8.4% | -10.9% | +19.3% | +13.8% |
| 3M | +1.2% | -13.4% | +14.7% | +7.1% |
| 6M | +2.6% | -16.2% | +18.8% | +9.6% |
| YTD | +5.9% | -10.4% | +16.4% | +8.6% |
| 1Y | +25.8% | -14.8% | +40.6% | +31.4% |
| 3Y | +106.8% | -50.1% | +157.0% | +176.3% |
| 5Y | -29.3% | -38.8% | +9.5% | -14.2% |
| All | -33.4% | -35.4% | +2.0% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling