+83.8%
SPYM vs ELAN
-30.9%
+114.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.6% |
| 7D | -0.8% | -5.4% | +4.6% | +0.2% |
| 30D | -1.1% | +4.7% | -5.8% | -1.9% |
| 3M | +3.9% | -3.7% | +7.5% | +4.1% |
| 6M | +13.6% | -1.2% | +14.8% | +12.6% |
| YTD | +12.7% | +2.4% | +10.3% | +10.9% |
| 1Y | +17.6% | +23.4% | -5.8% | +11.6% |
| 3Y | +77.2% | +96.7% | -19.5% | +45.4% |
| All | +83.8% | -30.9% | +114.7% | +99.4% |
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