+42.8%
SO vs ELAN
+96.4%
-53.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.3% | -0.6% |
| 7D | -1.1% | -6.4% | +5.2% | -1.0% |
| 30D | -3.7% | +0.6% | -4.3% | -3.8% |
| 3M | -5.9% | 0.0% | -5.9% | -5.9% |
| 6M | -7.3% | -3.4% | -3.9% | -7.4% |
| YTD | +3.1% | +1.0% | +2.1% | +2.9% |
| 1Y | -1.0% | +24.7% | -25.7% | -1.9% |
| All | +42.8% | +96.4% | -53.6% | +32.5% |
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 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