+247.9%
SOXX vs ELAN
-30.9%
+278.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.4% |
| 7D | +1.4% | -5.4% | +6.8% | +3.2% |
| 30D | -3.6% | +4.7% | -8.3% | -5.2% |
| 3M | -10.2% | -3.7% | -6.5% | -9.9% |
| 6M | +54.2% | -1.2% | +55.4% | +52.4% |
| YTD | +75.2% | +2.4% | +72.8% | +71.1% |
| 1Y | +107.5% | +23.4% | +84.1% | +90.1% |
| 3Y | +226.8% | +96.7% | +130.1% | +136.6% |
| All | +247.9% | -30.9% | +278.8% | +301.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling