-11.5%
SNPS vs ESTC
+16.0%
-27.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | +5.1% | +5.8% | -0.7% | +3.7% |
| 30D | -6.4% | -5.6% | -0.9% | -5.3% |
| 3M | +12.2% | +15.4% | -3.2% | +7.4% |
| 6M | -9.8% | +77.8% | -87.6% | -23.1% |
| YTD | -1.5% | +18.1% | -19.6% | -8.1% |
| 1Y | +16.0% | -3.7% | +19.7% | +12.9% |
| All | -11.5% | +16.0% | -27.5% | -15.1% |
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 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