-38.1%
SNAP vs ESTC
-2.5%
-35.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.3% |
| 7D | -7.1% | -11.5% | +4.4% | -3.1% |
| 30D | -14.6% | -7.5% | -7.1% | -12.1% |
| 3M | -5.0% | +23.1% | -28.0% | -13.5% |
| 6M | -18.8% | +75.3% | -94.1% | -35.4% |
| YTD | -38.5% | +14.1% | -52.6% | -43.7% |
| 1Y | -38.1% | -0.6% | -37.5% | -41.3% |
| All | -38.1% | -2.5% | -35.6% | -41.3% |
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