+3.3%
SNOW vs ELV
+25.1%
-21.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.4% | +3.2% | -5.6% | -2.8% |
| 30D | -1.0% | +5.4% | -6.3% | -1.5% |
| 3M | +36.9% | +5.4% | +31.5% | +36.0% |
| 6M | +83.4% | +45.7% | +37.6% | +77.0% |
| YTD | +50.0% | +21.2% | +28.8% | +46.9% |
| 1Y | +46.5% | +35.6% | +10.9% | +42.0% |
| 3Y | +93.3% | -2.0% | +95.3% | +91.9% |
| All | +3.3% | +25.1% | -21.8% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling