+294.1%
SNPS vs ELAN
-27.0%
+321.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.7% |
| 7D | -5.5% | -4.6% | -0.9% | -4.4% |
| 30D | -4.5% | +5.7% | -10.2% | -6.0% |
| 3M | -15.5% | -3.9% | -11.6% | -15.4% |
| 6M | -10.1% | -1.6% | -8.4% | -11.4% |
| YTD | -16.3% | +4.1% | -20.4% | -18.9% |
| 1Y | -34.9% | +25.5% | -60.5% | -39.9% |
| 3Y | -14.4% | +103.2% | -117.5% | -34.7% |
| 5Y | +17.9% | -29.8% | +47.7% | +21.5% |
| All | +294.1% | -27.0% | +321.1% | +268.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling