+1,791.5%
SMCI vs ELAN
-28.2%
+1,819.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.4% | +5.9% | +6.8% |
| 7D | +1.3% | -5.4% | +6.7% | +3.4% |
| 30D | +6.6% | +4.7% | +1.9% | +4.7% |
| 3M | +25.4% | -3.7% | +29.1% | +25.7% |
| 6M | +26.1% | -1.2% | +27.3% | +27.9% |
| YTD | +37.0% | +2.4% | +34.6% | +37.4% |
| 1Y | -8.8% | +23.4% | -32.1% | -14.0% |
| 3Y | +44.6% | +96.7% | -52.1% | +8.6% |
| 5Y | +995.9% | -30.6% | +1,026.5% | +1,093.3% |
| All | +1,791.5% | -28.2% | +1,819.7% | +1,513.7% |
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