+293.6%
ELF vs SNY
+67.9%
+225.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.4% | -4.2% |
| 7D | -1.2% | -2.7% | +1.6% | -0.4% |
| 30D | +5.9% | -0.7% | +6.6% | +6.2% |
| 3M | +99.5% | -1.6% | +101.2% | +100.3% |
| 6M | +26.5% | +2.3% | +24.3% | +25.6% |
| YTD | +37.2% | -6.0% | +43.2% | +39.2% |
| 1Y | -24.4% | -2.7% | -21.8% | -24.2% |
| 3Y | -23.3% | -7.5% | -15.9% | -24.2% |
| 5Y | +245.2% | +6.7% | +238.5% | +212.5% |
| All | +293.6% | +67.9% | +225.7% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling