-36.2%
SNAP vs ESTC
+23.0%
-59.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.6% |
| 7D | -7.1% | -11.5% | +4.4% | -1.7% |
| 30D | -14.6% | -7.5% | -7.1% | -11.4% |
| 3M | -5.0% | +23.1% | -28.0% | -15.8% |
| 6M | -18.8% | +75.3% | -94.1% | -39.7% |
| YTD | -38.5% | +14.1% | -52.6% | -45.0% |
| 1Y | -38.1% | -0.6% | -37.5% | -41.4% |
| 3Y | -53.8% | +20.8% | -74.6% | -66.0% |
| 5Y | -90.7% | -48.8% | -41.9% | -90.4% |
| All | -36.2% | +23.0% | -59.1% | -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