-47.7%
SNAP vs ESTC
+25.2%
-72.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -2.7% |
| 7D | +0.7% | -8.1% | +8.8% | +3.2% |
| 30D | +2.6% | +31.7% | -29.1% | -6.9% |
| 3M | -9.9% | +41.1% | -50.9% | -19.9% |
| 6M | +1.9% | +77.1% | -75.2% | -16.3% |
| YTD | -32.2% | +21.7% | -53.9% | -38.1% |
| 1Y | -22.8% | +8.4% | -31.2% | -27.6% |
| All | -47.7% | +25.2% | -72.9% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling