-31.9%
ELAN vs SUI
+50.6%
-82.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.5% |
| 7D | +1.6% | -2.8% | +4.4% | +3.0% |
| 30D | -6.6% | -1.2% | -5.4% | -6.0% |
| 3M | -0.8% | -1.7% | +0.9% | -0.2% |
| 6M | +0.2% | -10.5% | +10.7% | +5.6% |
| YTD | +8.3% | -1.8% | +10.1% | +8.8% |
| 1Y | +40.2% | -4.1% | +44.3% | +42.2% |
| 3Y | +97.7% | +11.3% | +86.5% | +80.1% |
| 5Y | -28.3% | -32.1% | +3.8% | -16.6% |
| All | -31.9% | +50.6% | -82.5% | -40.1% |
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