-42.2%
SNAP vs ELV
-6.4%
-35.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.6% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | +1.9% | +2.0% | -0.1% | +1.6% |
| 3M | -3.9% | -3.5% | -0.4% | -3.7% |
| 6M | +5.2% | +40.2% | -35.0% | +0.6% |
| YTD | -32.7% | +15.8% | -48.5% | -34.4% |
| 1Y | -24.8% | +33.2% | -58.0% | -27.7% |
| 3Y | -42.2% | -6.2% | -35.9% | -42.9% |
| All | -42.2% | -6.4% | -35.8% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling