+372.4%
SNPS vs ESTC
+20.3%
+352.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.1% | +1.2% | -3.0% |
| 7D | -10.2% | -18.5% | +8.3% | -4.3% |
| 30D | -12.8% | -11.0% | -1.8% | -9.8% |
| 3M | +9.9% | +20.8% | -10.9% | +1.7% |
| 6M | -12.4% | +67.9% | -80.3% | -27.9% |
| YTD | -6.3% | +11.6% | -17.9% | -12.9% |
| 1Y | +7.6% | -3.3% | +10.9% | +3.9% |
| 3Y | -9.8% | +16.4% | -26.2% | -25.2% |
| 5Y | +29.2% | -49.9% | +79.1% | +30.2% |
| All | +372.4% | +20.3% | +352.1% | +210.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling