+673.5%
SNPS vs ELF
+316.3%
+357.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.9% |
| 7D | +5.1% | +3.4% | +1.7% | +4.4% |
| 30D | -6.4% | +5.0% | -11.4% | -7.4% |
| 3M | +12.2% | +22.6% | -10.4% | +7.7% |
| 6M | -9.8% | +104.0% | -113.8% | -22.0% |
| YTD | -1.5% | +49.3% | -50.8% | -10.7% |
| 1Y | +16.0% | +46.0% | -30.0% | +5.5% |
| 3Y | -10.8% | +19.4% | -30.2% | -22.1% |
| 5Y | +33.3% | +262.0% | -228.7% | -9.0% |
| All | +673.5% | +316.3% | +357.2% | +366.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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