-92.7%
SNAP vs ELV
+14.2%
-106.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.5% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | +1.9% | +2.0% | -0.1% | +1.5% |
| 3M | -3.9% | -3.5% | -0.4% | -3.6% |
| 6M | +5.2% | +40.2% | -35.0% | -1.0% |
| YTD | -32.7% | +15.8% | -48.5% | -34.9% |
| 1Y | -24.8% | +33.2% | -58.0% | -29.0% |
| 3Y | -42.2% | -6.2% | -35.9% | -42.9% |
| 5Y | -92.7% | +16.4% | -109.1% | -93.2% |
| All | -92.7% | +14.2% | -106.9% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling