-42.5%
SNAP vs ELF
+56.1%
-98.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -21.5% |
| 3M | -6.5% | +24.4% | -31.0% | -12.0% |
| 6M | -17.8% | +94.7% | -112.5% | -30.3% |
| YTD | -38.0% | +55.9% | -93.9% | -44.8% |
| 1Y | -42.5% | +48.4% | -90.9% | -48.5% |
| All | -42.5% | +56.1% | -98.6% | -48.5% |
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