+30.5%
SNOW vs ESTC
-17.4%
+48.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | 0.0% |
| 7D | +8.4% | -3.3% | +11.7% | +11.0% |
| 30D | -1.0% | +13.4% | -14.4% | -10.1% |
| 3M | +38.3% | +41.3% | -3.0% | +9.3% |
| 6M | +81.3% | +62.6% | +18.7% | +33.4% |
| YTD | +51.1% | +14.8% | +36.3% | +35.2% |
| 1Y | +47.0% | -5.1% | +52.0% | +44.7% |
| 3Y | +99.7% | +11.2% | +88.6% | +48.8% |
| 5Y | +3.6% | -47.0% | +50.6% | +10.0% |
| All | +30.5% | -17.4% | +48.0% | -5.8% |
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