-43.7%
SNAP vs ELAN
+102.3%
-146.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -1.7% |
| 7D | -5.0% | -4.6% | -0.4% | -3.7% |
| 30D | -0.7% | +5.7% | -6.4% | -2.2% |
| 3M | -5.0% | -3.9% | -1.1% | -4.5% |
| 6M | +3.5% | -1.6% | +5.1% | +2.6% |
| YTD | -34.2% | +4.1% | -38.3% | -36.1% |
| 1Y | -27.1% | +25.5% | -52.6% | -33.5% |
| All | -43.7% | +102.3% | -146.1% | -59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling