+455.3%
SN vs ESTC
+36.8%
+418.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -1.9% | +2.1% |
| 7D | +7.6% | -1.2% | +8.8% | +7.8% |
| 30D | +24.1% | -8.1% | +32.2% | +25.6% |
| 3M | +23.7% | +20.2% | +3.5% | +18.4% |
| 6M | +105.5% | +72.7% | +32.8% | +82.3% |
| YTD | +105.1% | +19.6% | +85.5% | +93.9% |
| 1Y | +148.3% | +0.3% | +148.0% | +142.7% |
| 3Y | +438.7% | +22.8% | +415.9% | +400.7% |
| All | +455.3% | +36.8% | +418.6% | +397.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling