+88.0%
SRE vs ELAN
-29.1%
+117.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.7% |
| 7D | -0.7% | -6.4% | +5.7% | +0.5% |
| 30D | -1.7% | +0.6% | -2.3% | -2.0% |
| 3M | -7.1% | 0.0% | -7.0% | -7.5% |
| 6M | -8.4% | -3.4% | -4.9% | -9.0% |
| YTD | -3.5% | +1.0% | -4.5% | -5.1% |
| 1Y | +5.4% | +24.7% | -19.3% | -0.6% |
| 3Y | +29.5% | +97.2% | -67.7% | +5.7% |
| 5Y | +48.3% | -31.5% | +79.8% | +54.0% |
| All | +88.0% | -29.1% | +117.1% | +65.9% |
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