+17.7%
STM vs ELAN
-31.8%
+49.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.4% | -0.6% |
| 7D | -1.1% | -6.4% | +5.3% | +1.2% |
| 30D | -7.8% | +0.6% | -8.4% | -8.2% |
| 3M | -28.2% | 0.0% | -28.1% | -28.6% |
| 6M | +52.0% | -3.4% | +55.4% | +51.6% |
| YTD | +96.4% | +1.0% | +95.4% | +92.8% |
| 1Y | +98.8% | +24.7% | +74.1% | +80.7% |
| 3Y | +18.3% | +97.2% | -79.0% | -15.4% |
| 5Y | +17.7% | -31.5% | +49.2% | +28.0% |
| All | +17.7% | -31.8% | +49.5% | +28.0% |
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