-3.9%
ELF vs SNY
+2.7%
-6.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | +0.4% |
| 7D | -1.5% | +12.4% | -13.9% | -5.3% |
| 30D | +9.5% | +20.1% | -10.6% | +2.8% |
| 3M | +29.4% | +11.2% | +18.1% | +25.1% |
| 6M | +83.7% | +9.5% | +74.2% | +77.7% |
| YTD | +49.4% | +3.4% | +46.0% | +45.1% |
| 1Y | -3.9% | +2.0% | -6.0% | -7.0% |
| All | -3.9% | +2.7% | -6.7% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling