+301.6%
SPMO vs ELAN
-28.2%
+329.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.3% |
| 7D | -0.9% | -5.4% | +4.5% | +0.2% |
| 30D | -1.9% | +4.7% | -6.6% | -3.0% |
| 3M | -1.4% | -3.7% | +2.3% | -1.1% |
| 6M | +25.5% | -1.2% | +26.7% | +24.4% |
| YTD | +24.8% | +2.4% | +22.5% | +22.6% |
| 1Y | +24.5% | +23.4% | +1.1% | +17.3% |
| 3Y | +157.1% | +96.7% | +60.4% | +106.8% |
| 5Y | +149.5% | -30.6% | +180.1% | +159.8% |
| All | +301.6% | -28.2% | +329.7% | +282.6% |
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