+320.6%
SNPS vs ESTC
+26.3%
+294.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.7% |
| 7D | -5.5% | -4.3% | -1.2% | -4.3% |
| 30D | -5.8% | +17.7% | -23.5% | -11.7% |
| 3M | -17.2% | +42.3% | -59.5% | -27.3% |
| 6M | -10.4% | +64.6% | -74.9% | -25.7% |
| YTD | -16.5% | +17.2% | -33.7% | -23.4% |
| 1Y | -35.6% | -4.2% | -31.4% | -37.5% |
| 3Y | -14.6% | +13.5% | -28.1% | -28.5% |
| 5Y | +16.5% | -45.5% | +62.0% | +14.3% |
| All | +320.6% | +26.3% | +294.3% | +173.1% |
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