+45.5%
SRE vs ELAN
-30.9%
+76.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -0.9% |
| 7D | -0.8% | -5.4% | +4.6% | -0.2% |
| 30D | -3.0% | +4.7% | -7.7% | -3.6% |
| 3M | -8.3% | -3.7% | -4.6% | -8.2% |
| 6M | -8.9% | -1.2% | -7.7% | -9.5% |
| YTD | -4.3% | +2.4% | -6.7% | -5.4% |
| 1Y | +2.7% | +23.4% | -20.6% | -1.0% |
| 3Y | +28.7% | +96.7% | -68.0% | +12.6% |
| All | +45.5% | -30.9% | +76.4% | +38.3% |
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 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