+19.9%
SAN vs ESTC
+0.3%
+19.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.9% | +1.3% | +5.8% |
| 7D | +8.7% | -1.2% | +9.9% | +8.8% |
| 30D | -6.5% | -8.1% | +1.6% | -6.1% |
| 3M | -14.2% | +20.2% | -34.4% | -15.4% |
| 6M | +2.7% | +72.7% | -70.0% | -1.6% |
| YTD | +8.9% | +19.6% | -10.8% | +7.9% |
| All | +19.9% | +0.3% | +19.6% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling