+1,813.4%
SNPS vs ELV
+2,594.5%
-781.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.1% | +1.0% | +0.1% | +0.8% |
| 30D | -5.2% | +0.4% | -5.5% | -5.5% |
| 3M | +10.6% | +8.4% | +2.2% | +7.8% |
| 6M | -10.6% | +8.4% | -19.0% | -13.4% |
| YTD | -3.1% | +24.4% | -27.5% | -10.2% |
| 1Y | +15.6% | +33.5% | -17.9% | +4.9% |
| 3Y | -12.9% | -2.1% | -10.9% | -16.1% |
| 5Y | +31.2% | +5.8% | +25.4% | +22.3% |
| 10Y | +663.4% | +268.9% | +394.5% | +393.3% |
| All | +1,813.4% | +2,594.5% | -781.1% | +721.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling