+432.7%
SN vs ESTC
+34.9%
+397.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.4% |
| 7D | +1.4% | +5.8% | -4.4% | +0.4% |
| 30D | +16.6% | -5.6% | +22.2% | +17.5% |
| 3M | +18.3% | +15.4% | +2.8% | +14.1% |
| 6M | +103.1% | +77.8% | +25.3% | +79.1% |
| YTD | +96.7% | +18.1% | +78.7% | +86.4% |
| 1Y | +134.3% | -3.7% | +138.0% | +130.9% |
| 3Y | +425.2% | +16.9% | +408.3% | +390.8% |
| All | +432.7% | +34.9% | +397.7% | +378.4% |
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