+383.3%
SNPS vs ESTC
+23.0%
+360.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.6% |
| 7D | -3.7% | -11.5% | +7.8% | 0.0% |
| 30D | -10.4% | -7.5% | -2.8% | -8.4% |
| 3M | +11.0% | +23.1% | -12.1% | +2.1% |
| 6M | -10.7% | +75.3% | -86.0% | -27.5% |
| YTD | -4.1% | +14.1% | -18.2% | -11.5% |
| 1Y | +13.7% | -0.6% | +14.3% | +8.8% |
| 3Y | -8.1% | +20.8% | -28.9% | -24.7% |
| 5Y | +32.2% | -48.8% | +80.9% | +32.3% |
| All | +383.3% | +23.0% | +360.4% | +215.5% |
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