-34.6%
SNPS vs ESTC
+7.3%
-41.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.5% | -0.9% | -4.4% |
| 7D | -11.0% | -8.1% | -2.9% | -9.4% |
| 30D | -1.7% | +31.7% | -33.4% | -9.0% |
| 3M | -20.4% | +41.1% | -61.4% | -27.7% |
| 6M | -8.6% | +77.1% | -85.7% | -23.3% |
| YTD | -16.2% | +21.7% | -37.9% | -23.1% |
| 1Y | -34.6% | +8.4% | -43.0% | -38.9% |
| All | -34.6% | +7.3% | -41.9% | -38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling