+265.7%
ELF vs SNY
+66.4%
+199.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -11.6% | -3.3% | -8.3% | -10.8% |
| 30D | +4.6% | -2.2% | +6.8% | +5.3% |
| 3M | +59.7% | -3.0% | +62.7% | +61.0% |
| 6M | +21.2% | +2.7% | +18.5% | +20.2% |
| YTD | +27.4% | -6.8% | +34.3% | +29.7% |
| 1Y | -29.8% | -5.3% | -24.5% | -29.1% |
| 3Y | -28.5% | -9.8% | -18.7% | -28.7% |
| 5Y | +220.0% | +9.7% | +210.4% | +185.5% |
| All | +265.7% | +66.4% | +199.3% | +193.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling