+181.6%
SE vs ELAN
+96.4%
+85.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.4% |
| 7D | -4.8% | -6.4% | +1.6% | -3.6% |
| 30D | -18.1% | +0.6% | -18.7% | -18.2% |
| 3M | +30.6% | 0.0% | +30.7% | +30.2% |
| 6M | +20.8% | -3.4% | +24.2% | +20.7% |
| YTD | -15.6% | +1.0% | -16.6% | -16.3% |
| 1Y | -44.2% | +24.7% | -68.9% | -46.8% |
| All | +181.6% | +96.4% | +85.2% | +161.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling