+9.5%
SNOW vs ELV
+42.6%
-33.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -2.2% |
| 7D | -14.5% | +4.8% | -19.3% | -15.1% |
| 30D | -14.3% | +10.1% | -24.3% | -15.7% |
| 3M | -8.3% | +15.4% | -23.6% | -10.3% |
| 6M | +101.5% | +17.7% | +83.8% | +97.4% |
| YTD | +32.5% | +25.7% | +6.8% | +28.5% |
| 1Y | +9.5% | +39.9% | -30.4% | +7.0% |
| All | +9.5% | +42.6% | -33.1% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling