+17.6%
SNOW vs ELF
+539.6%
-522.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.3% | 0.0% |
| 7D | +10.8% | +3.4% | +7.5% | +10.1% |
| 30D | -16.5% | +5.0% | -21.5% | -17.3% |
| 3M | -10.1% | +22.6% | -32.7% | -13.9% |
| 6M | +96.5% | +104.0% | -7.4% | +68.7% |
| YTD | +36.2% | +49.3% | -13.1% | +22.8% |
| 1Y | +10.7% | +46.0% | -35.3% | 0.0% |
| 3Y | +86.2% | +19.4% | +66.8% | +45.9% |
| 5Y | -22.7% | +262.0% | -284.7% | -71.2% |
| All | +17.6% | +539.6% | -522.0% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling