+281.5%
SAN vs ESTC
+31.2%
+250.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.2% |
| 7D | +1.8% | -8.1% | +9.9% | +2.8% |
| 30D | +2.0% | +31.7% | -29.7% | -1.9% |
| 3M | +19.7% | +41.1% | -21.3% | +14.0% |
| 6M | +30.6% | +77.1% | -46.4% | +20.2% |
| YTD | +28.8% | +21.7% | +7.2% | +23.9% |
| 1Y | +57.8% | +8.4% | +49.4% | +53.3% |
| 3Y | +338.1% | +23.6% | +314.5% | +298.5% |
| 5Y | +384.2% | -46.5% | +430.7% | +371.4% |
| All | +281.5% | +31.2% | +250.4% | +175.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling