-79.6%
SNAP vs ELF
+315.7%
-395.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -10.6% | +6.3% | -16.8% | -12.0% |
| 30D | -19.7% | +8.5% | -28.2% | -21.4% |
| 3M | -6.5% | +24.4% | -31.0% | -12.0% |
| 6M | -17.8% | +94.7% | -112.5% | -31.8% |
| YTD | -38.0% | +55.9% | -93.9% | -46.2% |
| 1Y | -42.5% | +48.4% | -90.9% | -49.6% |
| 3Y | -55.8% | +24.6% | -80.5% | -65.7% |
| 5Y | -90.5% | +285.0% | -375.6% | -95.3% |
| All | -79.6% | +315.7% | -395.3% | -92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling