-95.5%
SNDQ vs ESTC
+74.2%
-169.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.6% | +11.6% | +9.4% |
| 7D | -20.4% | -13.2% | -7.2% | -15.3% |
| 30D | -54.5% | +9.3% | -63.8% | -57.6% |
| 3M | -79.1% | +37.3% | -116.4% | -84.6% |
| All | -95.5% | +74.2% | -169.8% | -97.1% |
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 · Available span rolling