-31.3%
SNAP vs ESTC
+24.7%
-56.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | -9.8% | -2.6% | -7.2% | -8.5% |
| 30D | -18.2% | -8.6% | -9.6% | -14.7% |
| 3M | -3.1% | +14.4% | -17.4% | -11.1% |
| 6M | -7.1% | +73.3% | -80.4% | -30.6% |
| YTD | -33.8% | +15.7% | -49.6% | -41.2% |
| 1Y | -39.0% | -7.6% | -31.5% | -40.3% |
| 3Y | -52.8% | +14.6% | -67.4% | -64.2% |
| 5Y | -90.0% | -50.0% | -39.9% | -89.5% |
| All | -31.3% | +24.7% | -56.0% | -56.1% |
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