+655.0%
SNPS vs ELF
+383.9%
+271.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.7% | -3.4% | +1.3% |
| 7D | -3.7% | +4.0% | -7.7% | -4.4% |
| 30D | -10.4% | +10.6% | -21.0% | -12.1% |
| 3M | +11.0% | +25.8% | -14.9% | +5.9% |
| 6M | -10.7% | +89.1% | -99.8% | -21.6% |
| YTD | -4.1% | +52.7% | -56.8% | -13.4% |
| 1Y | +13.7% | +51.7% | -38.0% | +2.7% |
| 3Y | -8.1% | +14.2% | -22.3% | -19.0% |
| 5Y | +32.2% | +270.7% | -238.5% | -9.7% |
| 10Y | +681.4% | +341.9% | +339.4% | +367.0% |
| All | +655.0% | +383.9% | +271.1% | +351.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling