-38.3%
SNAP vs ELAN
-28.2%
-10.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.4% |
| 7D | +3.8% | -5.4% | +9.3% | +5.9% |
| 30D | +9.2% | +4.7% | +4.5% | +7.4% |
| 3M | +6.6% | -3.7% | +10.2% | +7.3% |
| 6M | +16.9% | -1.2% | +18.1% | +14.9% |
| YTD | -29.6% | +2.4% | -32.0% | -31.9% |
| 1Y | -22.1% | +23.4% | -45.5% | -30.5% |
| 3Y | -39.8% | +96.7% | -136.5% | -59.1% |
| 5Y | -92.4% | -30.6% | -61.8% | -92.2% |
| All | -38.3% | -28.2% | -10.2% | -44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling