+12.4%
SNPS vs ELF
+53.0%
-40.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.7% | -3.4% | +1.6% |
| 7D | -3.7% | +4.0% | -7.7% | -4.1% |
| 30D | -10.4% | +10.6% | -21.0% | -11.6% |
| 3M | +11.0% | +25.8% | -14.9% | +7.6% |
| 6M | -10.7% | +89.1% | -99.8% | -17.4% |
| YTD | -4.1% | +52.7% | -56.8% | -11.1% |
| All | +12.4% | +53.0% | -40.6% | +5.4% |
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