+1,555.5%
SNPS vs ELV
+2,444.2%
-888.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -4.9% |
| 7D | -11.0% | +3.3% | -14.3% | -11.8% |
| 30D | -1.7% | +4.2% | -5.9% | -2.9% |
| 3M | -20.4% | -0.1% | -20.3% | -20.7% |
| 6M | -8.6% | +41.3% | -49.9% | -17.3% |
| YTD | -16.2% | +17.4% | -33.6% | -20.9% |
| 1Y | -34.6% | +35.1% | -69.6% | -40.5% |
| 3Y | -14.5% | -3.2% | -11.2% | -17.1% |
| 5Y | +17.0% | +15.6% | +1.4% | +6.6% |
| 10Y | +560.0% | +276.8% | +283.3% | +325.6% |
| All | +1,555.5% | +2,444.2% | -888.8% | +624.0% |
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 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