-34.5%
SNAP vs ESTC
+20.3%
-54.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -6.1% | -7.9% | -11.2% |
| 7D | -10.4% | -18.5% | +8.1% | -1.4% |
| 30D | -11.9% | -11.0% | -0.9% | -7.0% |
| 3M | -4.5% | +20.8% | -25.3% | -14.6% |
| 6M | -16.7% | +67.9% | -84.6% | -36.9% |
| YTD | -36.9% | +11.6% | -48.5% | -43.0% |
| 1Y | -30.3% | -3.3% | -27.0% | -33.1% |
| 3Y | -52.5% | +16.4% | -68.9% | -64.4% |
| 5Y | -90.4% | -49.9% | -40.6% | -90.0% |
| All | -34.5% | +20.3% | -54.8% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling