-22.8%
SNAP vs ELAN
+41.2%
-64.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.4% | -4.1% |
| 7D | +0.7% | +1.6% | -0.9% | +0.4% |
| 30D | +2.6% | -6.6% | +9.2% | +3.7% |
| 3M | -9.9% | -0.8% | -9.0% | -10.3% |
| 6M | +1.9% | +0.2% | +1.6% | +1.3% |
| YTD | -32.2% | +8.3% | -40.5% | -33.4% |
| 1Y | -22.8% | +40.2% | -63.1% | -24.2% |
| All | -22.8% | +41.2% | -64.1% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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