+189.5%
STM vs ELAN
-28.2%
+217.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.2% | +1.0% |
| 7D | -1.4% | -5.4% | +4.0% | +0.6% |
| 30D | -4.9% | +4.7% | -9.6% | -6.7% |
| 3M | -34.0% | -3.7% | -30.3% | -33.6% |
| 6M | +51.8% | -1.2% | +53.0% | +50.2% |
| YTD | +99.4% | +2.4% | +97.0% | +94.5% |
| 1Y | +99.1% | +23.4% | +75.7% | +80.5% |
| 3Y | +19.5% | +96.7% | -77.2% | -15.6% |
| 5Y | +19.5% | -30.6% | +50.1% | +24.8% |
| All | +189.5% | -28.2% | +217.6% | +167.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling