+29.6%
SNOW vs ELAN
-13.5%
+43.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | -2.4% | -5.4% | +3.0% | -1.0% |
| 30D | -1.0% | +4.7% | -5.7% | -2.6% |
| 3M | +36.9% | -3.7% | +40.5% | +37.0% |
| 6M | +83.4% | -1.2% | +84.5% | +78.8% |
| YTD | +50.0% | +2.4% | +47.6% | +44.5% |
| 1Y | +46.5% | +23.4% | +23.1% | +32.6% |
| 3Y | +93.3% | +96.7% | -3.4% | +35.0% |
| 5Y | +3.3% | -30.6% | +33.9% | +0.3% |
| All | +29.6% | -13.5% | +43.0% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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