+30.5%
SNOW vs ELAN
-12.1%
+42.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.7% |
| 7D | +8.4% | -4.6% | +13.0% | +9.7% |
| 30D | -1.0% | +5.7% | -6.7% | -2.8% |
| 3M | +38.3% | -3.9% | +42.2% | +38.4% |
| 6M | +81.3% | -1.6% | +82.9% | +77.2% |
| YTD | +51.1% | +4.1% | +47.0% | +45.0% |
| 1Y | +47.0% | +25.5% | +21.4% | +32.4% |
| 3Y | +99.7% | +103.2% | -3.4% | +37.9% |
| 5Y | +3.6% | -29.8% | +33.4% | +0.2% |
| All | +30.5% | -12.1% | +42.6% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling