+141.0%
SU vs ELAN
-28.2%
+169.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | +2.2% | -5.4% | +7.7% | +3.3% |
| 30D | +8.4% | +4.7% | +3.7% | +7.3% |
| 3M | +12.1% | -3.7% | +15.7% | +12.4% |
| 6M | +19.7% | -1.2% | +20.9% | +17.6% |
| YTD | +58.4% | +2.4% | +56.0% | +54.0% |
| 1Y | +67.2% | +23.4% | +43.9% | +54.7% |
| 3Y | +125.0% | +96.7% | +28.3% | +70.3% |
| 5Y | +355.1% | -30.6% | +385.6% | +392.2% |
| All | +141.0% | -28.2% | +169.2% | +123.9% |
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 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