+4,727.7%
SNDK vs ESTC
-24.2%
+4,752.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.4% |
| 7D | +13.1% | -4.3% | +17.4% | +13.6% |
| 30D | +43.4% | +17.7% | +25.7% | +38.3% |
| 3M | +5.8% | +42.3% | -36.4% | -1.7% |
| 6M | +229.6% | +64.6% | +165.0% | +190.4% |
| YTD | +632.2% | +17.2% | +614.9% | +623.1% |
| 1Y | +2,365.4% | -4.2% | +2,369.6% | +2,612.4% |
| All | +4,727.7% | -24.2% | +4,752.0% | +5,265.9% |
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