+319.5%
SN vs ESTC
+39.1%
+280.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.4% | -0.2% |
| 7D | -9.3% | -8.1% | -1.2% | -8.0% |
| 30D | -4.8% | +31.7% | -36.5% | -10.1% |
| 3M | +40.4% | +41.1% | -0.6% | +30.5% |
| 6M | +50.9% | +77.1% | -26.1% | +33.2% |
| YTD | +54.9% | +21.7% | +33.2% | +46.6% |
| 1Y | +43.0% | +8.4% | +34.6% | +37.6% |
| 3Y | +391.8% | +23.6% | +368.2% | +359.4% |
| All | +319.5% | +39.1% | +280.4% | +276.2% |
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