+45.4%
SMR vs ELAN
+99.1%
-53.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.4% | -17.0% | -16.0% |
| 7D | -11.2% | -5.4% | -5.8% | -10.0% |
| 30D | -10.2% | +4.7% | -14.9% | -11.5% |
| 3M | -10.0% | -3.7% | -6.4% | -10.0% |
| 6M | -30.5% | -1.2% | -29.3% | -30.8% |
| YTD | -39.2% | +2.4% | -41.6% | -39.8% |
| 1Y | -75.5% | +23.4% | -98.9% | -76.7% |
| 3Y | +45.4% | +96.7% | -51.3% | -17.4% |
| All | +45.4% | +99.1% | -53.6% | -17.4% |
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 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