+68.0%
STM vs ELAN
+3.3%
+64.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -6.4% | -6.0% | -10.1% |
| 7D | -20.1% | +1.9% | -22.0% | -20.3% |
| 30D | -32.0% | +5.3% | -37.3% | -33.0% |
| 3M | -24.2% | -9.7% | -14.5% | -21.5% |
| 6M | -29.9% | +3.0% | -32.9% | -31.7% |
| YTD | +54.9% | +4.6% | +50.3% | +52.8% |
| 1Y | +68.0% | +9.6% | +58.4% | +64.6% |
| All | +68.0% | +3.3% | +64.7% | +64.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling