+11.5%
SPMO vs ELAN
+13.9%
-2.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.9% | -1.3% |
| 7D | -8.9% | +11.7% | -20.6% | -10.5% |
| 30D | -13.8% | +12.4% | -26.2% | -15.5% |
| 3M | -12.5% | -1.1% | -11.4% | -12.4% |
| 6M | -1.5% | +12.4% | -13.9% | -4.7% |
| YTD | +11.3% | +11.8% | -0.5% | +8.1% |
| 1Y | +11.5% | +12.5% | -1.0% | +8.1% |
| All | +11.5% | +13.9% | -2.4% | +8.1% |
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