+1,844.9%
SNPS vs ELV
+2,595.8%
-750.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +5.1% | -0.5% | +5.6% | +5.2% |
| 30D | -6.4% | +1.1% | -7.5% | -6.9% |
| 3M | +12.2% | +8.2% | +4.0% | +9.4% |
| 6M | -9.8% | +10.2% | -20.1% | -13.0% |
| YTD | -1.5% | +24.4% | -25.9% | -8.8% |
| 1Y | +16.0% | +33.8% | -17.8% | +5.2% |
| 3Y | -10.8% | -1.4% | -9.5% | -14.2% |
| 5Y | +33.3% | +5.8% | +27.5% | +24.3% |
| 10Y | +675.9% | +269.1% | +406.9% | +401.3% |
| All | +1,844.9% | +2,595.8% | -750.9% | +734.5% |
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