-92.8%
SNAP vs ELF
+259.0%
-351.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.6% |
| 7D | +0.7% | +5.4% | -4.6% | -0.7% |
| 30D | +2.6% | +27.0% | -24.4% | -4.0% |
| 3M | -9.9% | +113.2% | -123.1% | -26.7% |
| 6M | +1.9% | +36.6% | -34.7% | -7.6% |
| YTD | -32.2% | +44.2% | -76.4% | -39.9% |
| 1Y | -22.8% | -18.0% | -4.9% | -23.1% |
| 3Y | -47.6% | -19.9% | -27.7% | -55.8% |
| All | -92.8% | +259.0% | -351.8% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling