+327.2%
SMH vs ELAN
-30.9%
+358.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.1% |
| 7D | +0.3% | -5.4% | +5.7% | +1.9% |
| 30D | -2.8% | +4.7% | -7.5% | -4.3% |
| 3M | -6.7% | -3.7% | -3.1% | -6.5% |
| 6M | +41.8% | -1.2% | +43.0% | +40.1% |
| YTD | +57.9% | +2.4% | +55.5% | +54.2% |
| 1Y | +87.6% | +23.4% | +64.3% | +72.6% |
| 3Y | +282.9% | +96.7% | +186.2% | +181.6% |
| All | +327.2% | -30.9% | +358.1% | +399.0% |
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