+113.9%
SOXX vs ELAN
+41.2%
+72.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +2.2% | +1.6% | +0.6% | +1.7% |
| 30D | -2.0% | -6.6% | +4.5% | -0.1% |
| 3M | -13.7% | -0.8% | -12.9% | -14.3% |
| 6M | +52.4% | +0.2% | +52.1% | +48.9% |
| YTD | +72.8% | +8.3% | +64.5% | +66.6% |
| 1Y | +113.9% | +40.2% | +73.7% | +96.0% |
| All | +113.9% | +41.2% | +72.7% | +96.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling