-77.7%
SNAP vs ELV
+177.9%
-255.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.3% | -3.6% |
| 7D | +0.7% | +3.3% | -2.6% | -0.1% |
| 30D | +2.6% | +4.2% | -1.5% | +1.4% |
| 3M | -9.9% | -0.1% | -9.8% | -10.3% |
| 6M | +1.9% | +41.3% | -39.4% | -7.7% |
| YTD | -32.2% | +17.4% | -49.7% | -35.8% |
| 1Y | -22.8% | +35.1% | -57.9% | -29.9% |
| 3Y | -47.6% | -3.2% | -44.4% | -49.2% |
| 5Y | -92.7% | +15.6% | -108.3% | -93.5% |
| All | -77.7% | +177.9% | -255.5% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling