+17.1%
SNPS vs ELF
+259.0%
-241.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -5.8% |
| 7D | -11.0% | +5.4% | -16.4% | -12.0% |
| 30D | -1.7% | +27.0% | -28.7% | -6.9% |
| 3M | -20.4% | +113.2% | -133.6% | -32.9% |
| 6M | -8.6% | +36.6% | -45.2% | -15.8% |
| YTD | -16.2% | +44.2% | -60.4% | -24.4% |
| 1Y | -34.6% | -18.0% | -16.6% | -34.0% |
| 3Y | -14.5% | -19.9% | +5.5% | -21.6% |
| All | +17.1% | +259.0% | -241.9% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling