+95.3%
SAP vs ELAN
-28.2%
+123.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -4.1% | -5.4% | +1.4% | -3.0% |
| 30D | +1.1% | +4.7% | -3.6% | 0.0% |
| 3M | +26.1% | -3.7% | +29.8% | +26.4% |
| 6M | +9.8% | -1.2% | +11.0% | +8.5% |
| YTD | -13.6% | +2.4% | -16.0% | -15.5% |
| 1Y | -18.7% | +23.4% | -42.1% | -23.9% |
| 3Y | +54.1% | +96.7% | -42.6% | +21.9% |
| 5Y | +54.7% | -30.6% | +85.3% | +58.7% |
| All | +95.3% | -28.2% | +123.4% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 10y: compounded portfolio wealth divided by compounded ELAN 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…
10y analysis · Full analysis span regression · 6 months rolling