+38.4%
SYY vs ELAN
-29.1%
+67.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.6% |
| 7D | +1.5% | -6.4% | +7.9% | +3.1% |
| 30D | -2.3% | +0.6% | -2.9% | -2.6% |
| 3M | +5.5% | 0.0% | +5.5% | +4.9% |
| 6M | -1.0% | -3.4% | +2.5% | -1.9% |
| YTD | +14.1% | +1.0% | +13.1% | +11.6% |
| 1Y | +5.6% | +24.7% | -19.2% | -2.6% |
| 3Y | +27.9% | +97.2% | -69.4% | -5.7% |
| 5Y | +22.7% | -31.5% | +54.2% | +37.6% |
| All | +38.4% | -29.1% | +67.6% | +20.7% |
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