+638.0%
SNPS vs ELF
+357.7%
+280.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.6% | -4.3% |
| 7D | -10.2% | -2.7% | -7.4% | -9.7% |
| 30D | -12.8% | +6.9% | -19.7% | -14.0% |
| 3M | +9.9% | +27.2% | -17.3% | +4.7% |
| 6M | -12.4% | +84.9% | -97.2% | -22.7% |
| YTD | -6.3% | +44.5% | -50.7% | -14.4% |
| 1Y | +7.6% | -6.8% | +14.4% | +4.9% |
| 3Y | -9.8% | +14.2% | -24.0% | -20.5% |
| 5Y | +29.2% | +250.6% | -221.4% | -10.8% |
| 10Y | +663.8% | +318.0% | +345.8% | +361.3% |
| All | +638.0% | +357.7% | +280.3% | +345.5% |
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