+54.5%
SAP vs ELAN
-30.9%
+85.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -4.1% | -5.4% | +1.4% | -3.2% |
| 30D | +1.1% | +4.7% | -3.6% | +0.2% |
| 3M | +26.1% | -3.7% | +29.8% | +26.4% |
| 6M | +9.8% | -1.2% | +11.0% | +8.7% |
| YTD | -13.6% | +2.4% | -16.0% | -15.2% |
| 1Y | -18.7% | +23.4% | -42.1% | -23.2% |
| 3Y | +54.1% | +96.7% | -42.6% | +25.2% |
| All | +54.5% | -30.9% | +85.4% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling