+32.8%
SNOW vs ELF
+517.9%
-485.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -5.8% |
| 7D | +2.8% | +5.4% | -2.6% | +1.7% |
| 30D | +6.4% | +27.0% | -20.6% | +1.3% |
| 3M | +38.1% | +113.2% | -75.1% | +18.0% |
| 6M | +100.4% | +36.6% | +63.8% | +85.6% |
| YTD | +53.7% | +44.2% | +9.5% | +39.7% |
| 1Y | +52.0% | -18.0% | +69.9% | +52.0% |
| 3Y | +114.7% | -19.9% | +134.6% | +90.6% |
| 5Y | +8.8% | +257.7% | -248.9% | -59.3% |
| All | +32.8% | +517.9% | -485.1% | -47.9% |
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 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