+241.3%
SAN vs ESTC
+16.0%
+225.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -2.9% |
| 7D | +1.0% | +5.8% | -4.8% | +0.6% |
| 30D | -9.4% | -5.6% | -3.8% | -9.1% |
| 3M | -17.1% | +15.4% | -32.6% | -18.3% |
| 6M | +2.2% | +77.8% | -75.6% | -2.8% |
| YTD | +6.0% | +18.1% | -12.1% | +3.8% |
| 1Y | +12.7% | -3.7% | +16.4% | +12.0% |
| All | +241.3% | +16.0% | +225.3% | +229.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling