-35.6%
SNAP vs ESTC
+24.6%
-60.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.6% |
| 7D | -10.6% | -3.6% | -7.0% | -8.9% |
| 30D | -19.7% | -11.2% | -8.6% | -15.3% |
| 3M | -6.5% | +14.3% | -20.9% | -14.2% |
| 6M | -17.8% | +67.0% | -84.7% | -37.5% |
| YTD | -38.0% | +15.7% | -53.7% | -45.0% |
| 1Y | -42.5% | -6.3% | -36.2% | -44.0% |
| 3Y | -55.8% | +14.5% | -70.3% | -66.5% |
| 5Y | -90.5% | -49.9% | -40.7% | -90.1% |
| All | -35.6% | +24.6% | -60.3% | -58.9% |
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