+3.6%
SNOW vs ELF
+230.6%
-227.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.4% |
| 7D | +8.4% | -6.8% | +15.2% | +9.9% |
| 30D | -1.0% | +5.1% | -6.0% | -2.2% |
| 3M | +38.3% | +79.8% | -41.5% | +21.4% |
| 6M | +81.3% | +29.7% | +51.6% | +69.0% |
| YTD | +51.1% | +31.6% | +19.5% | +39.1% |
| 1Y | +47.0% | -27.9% | +74.9% | +51.3% |
| 3Y | +99.7% | -26.4% | +126.2% | +76.8% |
| 5Y | +3.6% | +235.6% | -232.0% | -72.7% |
| All | +3.6% | +230.6% | -227.0% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling