+163.1%
STM vs ELAN
-17.0%
+180.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +12.0% | +4.0% | +8.0% | +10.5% |
| 30D | -0.4% | +18.8% | -19.1% | -6.3% |
| 3M | -13.2% | +19.0% | -32.2% | -18.6% |
| 6M | -26.1% | +22.8% | -48.9% | -31.8% |
| YTD | +81.2% | +18.3% | +62.8% | +67.8% |
| 1Y | +98.3% | +21.8% | +76.5% | +81.3% |
| 3Y | +16.7% | +153.8% | -137.1% | -24.4% |
| 5Y | -4.8% | -18.9% | +14.1% | -5.8% |
| All | +163.1% | -17.0% | +180.0% | +131.2% |
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