+181.2%
SO vs ELAN
-25.7%
+206.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.3% |
| 7D | +1.0% | +0.3% | +0.8% | +1.0% |
| 30D | -3.2% | +8.4% | -11.6% | -4.2% |
| 3M | -1.7% | +1.2% | -2.9% | -2.1% |
| 6M | -7.2% | +2.6% | -9.8% | -8.2% |
| YTD | +4.6% | +5.9% | -1.4% | +2.8% |
| 1Y | +1.2% | +25.8% | -24.6% | -2.9% |
| 3Y | +45.3% | +106.8% | -61.5% | +24.4% |
| 5Y | +58.7% | -29.3% | +88.0% | +67.0% |
| All | +181.2% | -25.7% | +206.9% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling