-41.9%
SNAP vs ESTC
+0.3%
-42.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.0% | +0.1% |
| 7D | -7.3% | -1.2% | -6.2% | -6.8% |
| 30D | -18.9% | -8.1% | -10.8% | -16.6% |
| 3M | -5.3% | +20.2% | -25.4% | -12.5% |
| 6M | -16.9% | +72.7% | -89.7% | -32.9% |
| YTD | -37.4% | +19.6% | -57.1% | -44.1% |
| All | -41.9% | +0.3% | -42.2% | -46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling