+572.5%
SNPS vs ELV
+280.2%
+292.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | +0.9% | +3.2% | -2.3% | 0.0% |
| 30D | -3.6% | +5.4% | -9.0% | -5.1% |
| 3M | -12.9% | +5.4% | -18.3% | -14.6% |
| 6M | -8.2% | +45.7% | -53.9% | -18.4% |
| YTD | -15.4% | +21.2% | -36.6% | -21.3% |
| 1Y | -9.3% | +35.6% | -44.9% | -18.7% |
| 3Y | -14.0% | -2.0% | -11.9% | -17.0% |
| 5Y | +19.5% | +26.0% | -6.5% | +3.5% |
| All | +572.5% | +280.2% | +292.3% | +344.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling