+203.7%
SAN vs ESTC
+23.0%
+180.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.5% | -2.5% |
| 7D | +4.9% | -11.5% | +16.4% | +6.4% |
| 30D | -13.0% | -7.5% | -5.4% | -12.3% |
| 3M | -18.9% | +23.1% | -41.9% | -21.5% |
| 6M | -4.1% | +75.3% | -79.4% | -11.7% |
| YTD | +2.6% | +14.1% | -11.5% | -0.8% |
| 1Y | +16.9% | -0.6% | +17.5% | +14.8% |
| 3Y | +239.1% | +20.8% | +218.2% | +209.1% |
| 5Y | +266.8% | -48.8% | +315.6% | +258.3% |
| All | +203.7% | +23.0% | +180.8% | +120.6% |
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