-78.3%
SNAP vs ELV
+170.7%
-249.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -1.9% |
| 7D | -5.0% | -2.2% | -2.8% | -4.4% |
| 30D | -0.7% | -0.2% | -0.5% | -0.8% |
| 3M | -5.0% | -6.1% | +1.1% | -3.8% |
| 6M | +3.5% | +42.8% | -39.3% | -6.5% |
| YTD | -34.2% | +14.4% | -48.6% | -37.3% |
| 1Y | -27.1% | +28.6% | -55.7% | -32.9% |
| 3Y | -43.5% | -7.4% | -36.0% | -44.5% |
| 5Y | -92.9% | +14.5% | -107.3% | -93.6% |
| All | -78.3% | +170.7% | -249.0% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling