+559.1%
SNPS vs ELF
+317.0%
+242.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.0% |
| 7D | -5.5% | -6.8% | +1.3% | -4.3% |
| 30D | -4.5% | +5.1% | -9.6% | -5.6% |
| 3M | -15.5% | +79.8% | -95.3% | -24.7% |
| 6M | -10.1% | +29.7% | -39.8% | -15.5% |
| YTD | -16.3% | +31.6% | -47.9% | -22.2% |
| 1Y | -34.9% | -27.9% | -7.0% | -33.1% |
| 3Y | -14.4% | -26.4% | +12.1% | -18.2% |
| 5Y | +17.9% | +235.6% | -217.7% | -17.9% |
| All | +559.1% | +317.0% | +242.1% | +305.3% |
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