-15.1%
SNPS vs ELV
-6.5%
-8.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -5.5% | -0.3% | -5.2% | -5.5% |
| 30D | -5.8% | +2.0% | -7.7% | -6.0% |
| 3M | -17.2% | -3.5% | -13.7% | -17.0% |
| 6M | -10.4% | +40.2% | -50.6% | -14.6% |
| YTD | -16.5% | +15.8% | -32.4% | -18.7% |
| 1Y | -35.6% | +33.2% | -68.8% | -38.5% |
| All | -15.1% | -6.5% | -8.7% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling