+448.0%
SNXX vs ESTC
+14.9%
+433.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.8% | +2.0% |
| 7D | +27.3% | -3.3% | +30.7% | +26.0% |
| 30D | +89.3% | +13.4% | +75.8% | +98.4% |
| 3M | -29.6% | +41.3% | -70.9% | -11.3% |
| 6M | +324.4% | +62.6% | +261.8% | +437.6% |
| All | +448.0% | +14.9% | +433.0% | +463.7% |
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