+298.4%
SAN vs ESTC
-52.1%
+350.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | +4.0% | +2.4% | +1.6% | +3.7% |
| 30D | -7.8% | -4.2% | -3.6% | -7.6% |
| 3M | -16.4% | +2.5% | -18.8% | -17.0% |
| 6M | +3.5% | +81.5% | -78.0% | -4.1% |
| YTD | +6.7% | +16.8% | -10.2% | +3.4% |
| 1Y | +14.5% | -3.5% | +17.9% | +13.2% |
| 3Y | +243.5% | +17.7% | +225.8% | +216.7% |
| All | +298.4% | -52.1% | +350.4% | +236.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling