+192.0%
STM vs ELAN
-25.7%
+217.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +0.3% |
| 7D | +5.2% | +0.3% | +5.0% | +5.1% |
| 30D | -7.4% | +8.4% | -15.7% | -10.2% |
| 3M | -30.6% | +1.2% | -31.9% | -31.4% |
| 6M | +66.4% | +2.6% | +63.8% | +62.5% |
| YTD | +101.1% | +5.9% | +95.2% | +93.9% |
| 1Y | +97.4% | +25.8% | +71.5% | +77.8% |
| 3Y | +21.1% | +106.8% | -85.7% | -16.0% |
| 5Y | +22.5% | -29.3% | +51.7% | +27.1% |
| All | +192.0% | -25.7% | +217.7% | +167.1% |
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