-29.8%
ELF vs SNY
-4.5%
-25.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -11.6% | -3.3% | -8.3% | -10.5% |
| 30D | +4.6% | -2.2% | +6.8% | +5.6% |
| 3M | +59.7% | -3.0% | +62.7% | +61.5% |
| 6M | +21.2% | +2.7% | +18.5% | +20.2% |
| YTD | +27.4% | -6.8% | +34.3% | +29.3% |
| 1Y | -29.8% | -5.3% | -24.5% | -28.9% |
| All | -29.8% | -4.5% | -25.3% | -28.9% |
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