+52.0%
SNOW vs ELF
-17.5%
+69.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -5.6% |
| 7D | +2.8% | +5.4% | -2.6% | +2.3% |
| 30D | +6.4% | +27.0% | -20.6% | +4.2% |
| 3M | +38.1% | +113.2% | -75.1% | +29.8% |
| 6M | +100.4% | +36.6% | +63.8% | +95.0% |
| YTD | +53.7% | +44.2% | +9.5% | +48.5% |
| 1Y | +52.0% | -18.0% | +69.9% | +54.8% |
| All | +52.0% | -17.5% | +69.5% | +54.8% |
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