-68.6%
SNDQ vs ELAN
+0.1%
-68.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.5% | +7.5% |
| 7D | +11.6% | -5.4% | +17.1% | +8.5% |
| 30D | -45.1% | +4.7% | -49.8% | -41.9% |
| 3M | -68.6% | -3.7% | -65.0% | -64.0% |
| All | -68.6% | +0.1% | -68.7% | -64.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling