+2.4%
SNPS vs ELF
-31.2%
+33.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.6% |
| 7D | -4.6% | -10.8% | +6.2% | -3.1% |
| 30D | -3.3% | +0.8% | -4.2% | -3.6% |
| 3M | -13.8% | +64.8% | -78.5% | -20.1% |
| 6M | -8.2% | +19.0% | -27.2% | -10.5% |
| YTD | -15.4% | +25.9% | -41.4% | -19.4% |
| 1Y | +2.4% | -28.8% | +31.2% | +12.3% |
| All | +2.4% | -31.2% | +33.6% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling