+17.1%
SNPS vs ESTC
-46.4%
+63.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.5% | -0.9% | -4.1% |
| 7D | -11.0% | -8.1% | -2.9% | -8.9% |
| 30D | -1.7% | +31.7% | -33.4% | -10.4% |
| 3M | -20.4% | +41.1% | -61.4% | -29.1% |
| 6M | -8.6% | +77.1% | -85.7% | -24.7% |
| YTD | -16.2% | +21.7% | -37.9% | -23.3% |
| 1Y | -34.6% | +8.4% | -43.0% | -38.6% |
| 3Y | -14.5% | +23.6% | -38.1% | -29.2% |
| All | +17.1% | -46.4% | +63.5% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling