+425.4%
SN vs ESTC
+27.6%
+397.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.1% | +5.1% | +0.1% |
| 7D | +3.8% | -18.5% | +22.3% | +7.6% |
| 30D | +17.5% | -11.0% | +28.5% | +19.7% |
| 3M | +19.2% | +20.8% | -1.5% | +13.9% |
| 6M | +84.9% | +67.9% | +17.0% | +64.7% |
| YTD | +94.0% | +11.6% | +82.4% | +85.8% |
| 1Y | +151.3% | -3.3% | +154.6% | +146.9% |
| 3Y | +387.1% | +16.4% | +370.6% | +357.9% |
| All | +425.4% | +27.6% | +397.8% | +376.7% |
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