+175.5%
SO vs ELAN
-28.2%
+203.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.8% |
| 7D | -1.1% | -5.4% | +4.4% | -0.4% |
| 30D | -5.0% | +4.7% | -9.7% | -5.6% |
| 3M | -5.8% | -3.7% | -2.1% | -5.6% |
| 6M | -7.9% | -1.2% | -6.7% | -8.6% |
| YTD | +2.4% | +2.4% | 0.0% | +1.1% |
| 1Y | -2.3% | +23.4% | -25.6% | -6.0% |
| 3Y | +41.9% | +96.7% | -54.8% | +22.3% |
| 5Y | +58.1% | -30.6% | +88.6% | +66.3% |
| All | +175.5% | -28.2% | +203.6% | +146.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling