-18.4%
SNOW vs ELF
+283.9%
-302.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.9% |
| 7D | +3.7% | +4.3% | -0.6% | +2.8% |
| 30D | -16.4% | +7.7% | -24.2% | -17.7% |
| 3M | -9.9% | +24.7% | -34.6% | -14.2% |
| 6M | +98.8% | +114.6% | -15.8% | +67.3% |
| YTD | +37.3% | +55.8% | -18.5% | +22.0% |
| 1Y | +11.0% | +51.9% | -40.9% | -1.1% |
| 3Y | +87.8% | +24.6% | +63.2% | +38.2% |
| 5Y | -18.4% | +279.2% | -297.6% | -77.9% |
| All | -18.4% | +283.9% | -302.3% | -77.9% |
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