+4,601.6%
SNDK vs ESTC
-28.5%
+4,630.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.5% | -3.5% |
| 7D | +8.8% | -13.2% | +22.0% | +11.1% |
| 30D | +33.2% | +9.3% | +23.8% | +30.0% |
| 3M | +3.0% | +37.3% | -34.3% | -4.1% |
| 6M | +173.5% | +61.0% | +112.5% | +140.4% |
| YTD | +613.0% | +10.7% | +602.4% | +610.5% |
| 1Y | +2,189.8% | -7.2% | +2,196.9% | +2,407.4% |
| All | +4,601.6% | -28.5% | +4,630.1% | +5,172.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling