+214.7%
SNDU vs ESTC
+58.7%
+156.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.1% | -7.5% | -7.7% |
| 7D | -12.7% | -9.2% | -3.6% | -15.4% |
| 30D | +35.8% | +8.1% | +27.7% | +39.3% |
| 3M | -54.8% | +38.5% | -93.3% | -42.0% |
| All | +214.7% | +58.7% | +156.0% | +266.7% |
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 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