+16.5%
SNOW vs ESTC
-16.8%
+33.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +3.6% |
| 7D | +0.2% | -3.6% | +3.8% | +2.5% |
| 30D | -19.8% | -11.2% | -8.6% | -13.7% |
| 3M | -11.6% | +14.3% | -26.0% | -20.0% |
| 6M | +94.0% | +67.0% | +27.0% | +39.9% |
| YTD | +34.8% | +15.7% | +19.2% | +20.3% |
| 1Y | +10.1% | -6.3% | +16.4% | +9.9% |
| 3Y | +84.4% | +14.5% | +69.9% | +35.4% |
| 5Y | -18.1% | -49.9% | +31.8% | -9.4% |
| All | +16.5% | -16.8% | +33.3% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling