-20.7%
SNAP vs ELF
-3.2%
-17.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.9% | +4.0% | +5.7% |
| 7D | -0.7% | -1.5% | +0.9% | -0.5% |
| 30D | +5.5% | +9.5% | -4.0% | +4.5% |
| 3M | +2.2% | +29.4% | -27.1% | -0.4% |
| 6M | -4.1% | +83.7% | -87.8% | -8.3% |
| YTD | -26.6% | +49.4% | -76.1% | -29.1% |
| 1Y | -20.7% | -3.9% | -16.8% | -27.8% |
| All | -20.7% | -3.2% | -17.5% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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