+103.6%
SAP vs ELAN
-24.0%
+127.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.9% | +1.6% | -4.5% | -3.2% |
| 30D | +9.0% | -6.6% | +15.6% | +10.1% |
| 3M | +14.9% | -0.8% | +15.8% | +14.5% |
| 6M | +11.9% | +0.2% | +11.7% | +10.3% |
| YTD | -9.9% | +8.3% | -18.2% | -12.9% |
| 1Y | -19.5% | +40.2% | -59.8% | -26.8% |
| 3Y | +61.8% | +97.7% | -35.9% | +28.3% |
| 5Y | +56.2% | -28.3% | +84.4% | +59.4% |
| All | +103.6% | -24.0% | +127.6% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling