+432.9%
SNXX vs ESTC
+21.9%
+411.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -4.5% | +27.9% | +21.8% |
| 7D | +34.9% | -8.1% | +43.0% | +31.6% |
| 30D | +52.5% | +31.7% | +20.9% | +71.7% |
| 3M | -41.3% | +41.1% | -82.4% | -25.1% |
| 6M | +293.8% | +77.1% | +216.7% | +417.4% |
| All | +432.9% | +21.9% | +411.0% | +459.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling