+14.6%
SNOW vs ELV
+78.7%
-64.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.6% |
| 7D | +5.5% | +1.0% | +4.5% | +5.4% |
| 30D | -13.2% | +0.4% | -13.5% | -13.2% |
| 3M | -13.7% | +8.4% | -22.1% | -14.5% |
| 6M | +91.0% | +8.4% | +82.6% | +89.3% |
| YTD | +32.7% | +24.4% | +8.3% | +29.9% |
| 1Y | +13.3% | +33.5% | -20.2% | +10.3% |
| 3Y | +83.4% | -2.1% | +85.4% | +82.3% |
| 5Y | -24.7% | +5.8% | -30.5% | -26.2% |
| All | +14.6% | +78.7% | -64.1% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling