+222.9%
SAN vs ESTC
+24.7%
+198.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +3.4% | -2.6% | +6.0% | +3.7% |
| 30D | -6.3% | -8.6% | +2.3% | -5.4% |
| 3M | -14.1% | +14.4% | -28.5% | -16.1% |
| 6M | +4.2% | +73.3% | -69.1% | -3.9% |
| YTD | +9.0% | +15.7% | -6.7% | +5.2% |
| 1Y | +18.8% | -7.6% | +26.3% | +17.7% |
| 3Y | +252.0% | +14.6% | +237.4% | +223.8% |
| 5Y | +299.5% | -50.0% | +349.5% | +292.2% |
| All | +222.9% | +24.7% | +198.1% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling