+128.3%
SPGI vs ELAN
-25.7%
+153.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.7% |
| 7D | -2.5% | +0.3% | -2.7% | -2.6% |
| 30D | +5.4% | +8.4% | -3.0% | +3.4% |
| 3M | +9.0% | +1.2% | +7.8% | +8.1% |
| 6M | +0.8% | +2.6% | -1.8% | -1.5% |
| YTD | -12.6% | +5.9% | -18.5% | -15.4% |
| 1Y | -16.1% | +25.8% | -42.0% | -22.6% |
| 3Y | +19.0% | +106.8% | -87.8% | -10.6% |
| 5Y | +5.1% | -29.3% | +34.3% | +9.2% |
| All | +128.3% | -25.7% | +153.9% | +101.3% |
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