+28.4%
SNPS vs ESTC
-50.0%
+78.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.1% | +1.2% | -3.1% |
| 7D | -10.2% | -18.5% | +8.3% | -4.8% |
| 30D | -12.8% | -11.0% | -1.8% | -10.1% |
| 3M | +9.9% | +20.8% | -10.9% | +2.4% |
| 6M | -12.4% | +67.9% | -80.3% | -26.8% |
| YTD | -6.3% | +11.6% | -17.9% | -12.4% |
| 1Y | +7.6% | -3.3% | +10.9% | +4.3% |
| 3Y | -9.8% | +16.4% | -26.2% | -24.0% |
| All | +28.4% | -50.0% | +78.4% | +18.8% |
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