+29.6%
SNOW vs ELV
+73.4%
-43.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.2% | -1.3% |
| 7D | -2.4% | +2.8% | -5.2% | -2.7% |
| 30D | -1.0% | +4.9% | -5.9% | -1.4% |
| 3M | +36.9% | +4.9% | +32.0% | +36.2% |
| 6M | +83.4% | +45.1% | +38.3% | +78.0% |
| YTD | +50.0% | +20.7% | +29.3% | +47.4% |
| 1Y | +46.5% | +35.0% | +11.5% | +42.7% |
| 3Y | +93.3% | -2.4% | +95.8% | +92.3% |
| 5Y | +3.3% | +25.5% | -22.2% | +1.3% |
| All | +29.6% | +73.4% | -43.9% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling