-11.2%
ELAN vs SUNB
+0.6%
-11.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.6% |
| 7D | -5.4% | +6.0% | -11.4% | -7.3% |
| 30D | +4.7% | -9.7% | +14.4% | +8.4% |
| 3M | -3.7% | -9.8% | +6.2% | 0.0% |
| 6M | -1.2% | +3.1% | -4.3% | -3.2% |
| All | -11.2% | +0.6% | -11.8% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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