-90.5%
SNAP vs ELF
+272.3%
-362.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.2% | -0.3% |
| 7D | +6.0% | +1.6% | +4.5% | +5.6% |
| 30D | -13.8% | +9.1% | -22.9% | -15.7% |
| 3M | -0.8% | +28.2% | -28.9% | -7.4% |
| 6M | -6.2% | +119.5% | -125.8% | -24.9% |
| YTD | -34.8% | +55.2% | -90.0% | -43.5% |
| 1Y | -38.7% | +58.6% | -97.3% | -47.3% |
| 3Y | -53.5% | +21.3% | -74.7% | -67.7% |
| All | -90.5% | +272.3% | -362.8% | -98.0% |
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