+91.3%
SNOW vs ESTC
+18.0%
+73.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +1.3% |
| 7D | -9.9% | -11.5% | +1.6% | -4.3% |
| 30D | -17.1% | -7.5% | -9.6% | -13.5% |
| 3M | -13.2% | +23.1% | -36.3% | -22.2% |
| 6M | +97.4% | +75.3% | +22.1% | +50.9% |
| YTD | +25.8% | +14.1% | +11.7% | +14.2% |
| 1Y | +4.2% | -0.6% | +4.8% | -0.8% |
| 3Y | +91.3% | +20.8% | +70.5% | +88.7% |
| All | +91.3% | +18.0% | +73.3% | +88.7% |
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 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 · 6 months rolling