-79.7%
SNAP vs ELF
+307.4%
-387.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -4.1% |
| 7D | -7.1% | +4.0% | -11.1% | -8.0% |
| 30D | -14.6% | +10.6% | -25.2% | -16.8% |
| 3M | -5.0% | +25.8% | -30.8% | -10.8% |
| 6M | -18.8% | +89.1% | -107.9% | -32.2% |
| YTD | -38.5% | +52.7% | -91.3% | -46.4% |
| 1Y | -38.1% | +51.7% | -89.8% | -46.1% |
| 3Y | -53.8% | +14.2% | -68.0% | -63.1% |
| 5Y | -90.7% | +270.7% | -361.4% | -95.3% |
| All | -79.7% | +307.4% | -387.1% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling