+449.1%
SN vs ESTC
+32.3%
+416.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.5% | -2.6% | +6.1% | +4.0% |
| 30D | +19.4% | -8.6% | +28.0% | +21.1% |
| 3M | +20.9% | +14.4% | +6.6% | +16.8% |
| 6M | +111.1% | +73.3% | +37.8% | +87.1% |
| YTD | +102.8% | +15.7% | +87.1% | +92.9% |
| 1Y | +146.2% | -7.6% | +153.8% | +144.6% |
| 3Y | +441.4% | +14.6% | +426.8% | +407.8% |
| All | +449.1% | +32.3% | +416.8% | +395.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling