-47.7%
SNAP vs ELF
-19.9%
-27.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.4% |
| 7D | +0.7% | +5.4% | -4.6% | -0.2% |
| 30D | +2.6% | +27.0% | -24.4% | -1.9% |
| 3M | -9.9% | +113.2% | -123.1% | -21.3% |
| 6M | +1.9% | +36.6% | -34.7% | -4.6% |
| YTD | -32.2% | +44.2% | -76.4% | -37.3% |
| 1Y | -22.8% | -18.0% | -4.9% | -23.1% |
| All | -47.7% | -19.9% | -27.8% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling