+448.1%
SN vs ESTC
+32.2%
+415.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.7% |
| 7D | +7.6% | -3.6% | +11.1% | +8.2% |
| 30D | +22.4% | -11.2% | +33.6% | +24.7% |
| 3M | +21.7% | +14.3% | +7.3% | +17.5% |
| 6M | +102.8% | +67.0% | +35.8% | +81.1% |
| YTD | +102.4% | +15.7% | +86.8% | +92.6% |
| 1Y | +139.0% | -6.3% | +145.2% | +136.7% |
| 3Y | +440.4% | +14.5% | +425.9% | +406.9% |
| All | +448.1% | +32.2% | +415.9% | +394.1% |
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