-41.0%
SNAP vs ELAN
-25.7%
-15.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | +0.1% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +1.9% | +8.4% | -6.5% | -1.0% |
| 3M | -3.9% | +1.2% | -5.1% | -5.1% |
| 6M | +5.2% | +2.6% | +2.6% | +2.1% |
| YTD | -32.7% | +5.9% | -38.6% | -35.7% |
| 1Y | -24.8% | +25.8% | -50.6% | -33.3% |
| 3Y | -42.2% | +106.8% | -149.0% | -61.4% |
| 5Y | -92.7% | -29.3% | -63.4% | -92.6% |
| All | -41.0% | -25.7% | -15.4% | -47.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling