-78.7%
SNAP vs ELF
+298.2%
-376.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +1.9% | -1.1% |
| 7D | +2.6% | +3.4% | -0.8% | +1.5% |
| 30D | -19.6% | +5.0% | -24.5% | -20.5% |
| 3M | +0.4% | +22.6% | -22.2% | -5.1% |
| 6M | -5.9% | +104.0% | -109.9% | -23.0% |
| YTD | -35.3% | +49.3% | -84.6% | -43.2% |
| 1Y | -42.6% | +46.0% | -88.6% | -49.4% |
| 3Y | -53.9% | +19.4% | -73.3% | -63.7% |
| 5Y | -90.3% | +262.0% | -352.3% | -95.0% |
| All | -78.7% | +298.2% | -376.9% | -91.7% |
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