-90.5%
SNAP vs ELAN
-18.8%
-71.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | +6.0% | +4.0% | +2.0% | +4.3% |
| 30D | -13.8% | +18.8% | -32.5% | -19.7% |
| 3M | -0.8% | +19.0% | -19.7% | -7.8% |
| 6M | -6.2% | +22.8% | -29.1% | -15.3% |
| YTD | -34.8% | +18.3% | -53.2% | -41.1% |
| 1Y | -38.7% | +21.8% | -60.5% | -45.6% |
| 3Y | -53.5% | +153.8% | -207.3% | -74.7% |
| All | -90.5% | -18.8% | -71.7% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling