+341.4%
SLV vs ELAN
-25.7%
+367.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.5% |
| 7D | +2.5% | +0.3% | +2.3% | +2.5% |
| 30D | +3.3% | +8.4% | -5.1% | +2.4% |
| 3M | -3.6% | +1.2% | -4.8% | -3.9% |
| 6M | -21.8% | +2.6% | -24.4% | -22.4% |
| YTD | -7.8% | +5.9% | -13.8% | -8.7% |
| 1Y | +58.3% | +25.8% | +32.5% | +54.4% |
| 3Y | +182.6% | +106.8% | +75.8% | +158.2% |
| 5Y | +167.8% | -29.3% | +197.1% | +170.0% |
| All | +341.4% | -25.7% | +367.1% | +308.2% |
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