+193.3%
SPY vs ELAN
-27.0%
+220.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | -0.4% | -4.6% | +4.2% | +0.6% |
| 30D | -1.4% | +5.7% | -7.1% | -2.7% |
| 3M | +3.7% | -3.9% | +7.6% | +4.0% |
| 6M | +13.0% | -1.6% | +14.6% | +11.9% |
| YTD | +12.4% | +4.1% | +8.3% | +9.7% |
| 1Y | +18.5% | +25.5% | -7.0% | +10.6% |
| 3Y | +77.6% | +103.2% | -25.6% | +38.9% |
| 5Y | +81.7% | -29.8% | +111.5% | +87.4% |
| All | +193.3% | -27.0% | +220.3% | +171.5% |
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