+298.3%
SNPS vs ELAN
-28.2%
+326.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +0.9% | -5.4% | +6.3% | +2.3% |
| 30D | -3.6% | +4.7% | -8.3% | -4.9% |
| 3M | -12.9% | -3.7% | -9.3% | -12.8% |
| 6M | -8.2% | -1.2% | -7.0% | -9.7% |
| YTD | -15.4% | +2.4% | -17.8% | -17.7% |
| 1Y | -9.3% | +23.4% | -32.7% | -16.2% |
| 3Y | -14.0% | +96.7% | -110.6% | -33.8% |
| 5Y | +19.5% | -30.6% | +50.1% | +23.5% |
| All | +298.3% | -28.2% | +326.4% | +273.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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