+9.5%
SNOW vs ELF
-3.2%
+12.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.7% |
| 7D | -14.5% | -1.5% | -13.0% | -14.4% |
| 30D | -14.3% | +9.5% | -23.8% | -14.8% |
| 3M | -8.3% | +29.4% | -37.6% | -10.0% |
| 6M | +101.5% | +83.7% | +17.8% | +93.3% |
| YTD | +32.5% | +49.4% | -17.0% | +28.6% |
| 1Y | +9.5% | -3.9% | +13.4% | +7.8% |
| All | +9.5% | -3.2% | +12.7% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling