-29.3%
ELF vs SNY
-9.7%
-19.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | -10.8% | -3.6% | -7.2% | -10.5% |
| 30D | +0.8% | -1.9% | +2.7% | +1.1% |
| 3M | +64.8% | -2.0% | +66.7% | +65.2% |
| 6M | +19.0% | +2.5% | +16.4% | +18.9% |
| YTD | +25.9% | -7.0% | +32.9% | +26.5% |
| 1Y | -28.8% | -4.4% | -24.4% | -28.5% |
| All | -29.3% | -9.7% | -19.6% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling