+17.9%
SNPS vs ELV
+14.8%
+3.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | -5.5% | -2.2% | -3.3% | -5.1% |
| 30D | -4.5% | -0.2% | -4.3% | -4.5% |
| 3M | -15.5% | -6.1% | -9.4% | -14.8% |
| 6M | -10.1% | +42.8% | -52.9% | -16.8% |
| YTD | -16.3% | +14.4% | -30.7% | -19.4% |
| 1Y | -34.9% | +28.6% | -63.5% | -39.0% |
| 3Y | -14.4% | -7.4% | -6.9% | -15.4% |
| 5Y | +17.9% | +14.5% | +3.4% | +5.9% |
| All | +17.9% | +14.8% | +3.1% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling