-25.6%
ELAN vs SUI
+50.9%
-76.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.6% |
| 7D | +4.0% | -1.5% | +5.5% | +4.8% |
| 30D | +18.8% | +3.7% | +15.0% | +16.3% |
| 3M | +19.0% | -0.4% | +19.4% | +18.9% |
| 6M | +22.8% | -2.8% | +25.6% | +23.8% |
| YTD | +18.3% | -1.6% | +19.9% | +18.5% |
| 1Y | +21.8% | -2.1% | +23.8% | +22.2% |
| 3Y | +153.8% | +18.5% | +135.4% | +123.5% |
| 5Y | -18.9% | -26.5% | +7.6% | -9.5% |
| All | -25.6% | +50.9% | -76.5% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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