-11.6%
SNPS vs ELV
-1.5%
-10.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.2% | -1.1% | +0.9% | -0.1% |
| 30D | -8.0% | +1.8% | -9.8% | -8.3% |
| 3M | +12.5% | +10.5% | +2.0% | +11.3% |
| 6M | -10.5% | +13.5% | -23.9% | -11.9% |
| YTD | -1.6% | +24.3% | -25.9% | -4.8% |
| 1Y | +16.8% | +38.9% | -22.1% | +11.3% |
| All | -11.6% | -1.5% | -10.1% | -10.0% |
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