+29.8%
SNOW vs ELF
+439.5%
-409.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.3% |
| 7D | -7.5% | -10.8% | +3.3% | -5.5% |
| 30D | -1.3% | +0.8% | -2.1% | -1.7% |
| 3M | +37.4% | +64.8% | -27.3% | +23.6% |
| 6M | +88.1% | +19.0% | +69.1% | +79.1% |
| YTD | +50.3% | +25.9% | +24.4% | +40.2% |
| 1Y | +46.0% | -28.8% | +74.8% | +50.2% |
| 3Y | +98.7% | -29.6% | +128.3% | +80.7% |
| 5Y | +3.5% | +216.2% | -212.7% | -60.3% |
| All | +29.8% | +439.5% | -409.6% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling