+16.0%
SNPS vs ELV
+39.2%
-23.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +5.1% | -0.5% | +5.6% | +5.1% |
| 30D | -6.4% | +1.1% | -7.5% | -6.5% |
| 3M | +12.2% | +8.2% | +4.0% | +12.1% |
| 6M | -9.8% | +10.2% | -20.1% | -10.2% |
| YTD | -1.5% | +24.4% | -25.9% | -3.8% |
| 1Y | +16.0% | +33.8% | -17.8% | +13.2% |
| All | +16.0% | +39.2% | -23.2% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling