+3.0%
SNY vs ESTC
+7.3%
-4.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | -0.1% |
| 7D | -1.3% | -8.1% | +6.8% | -1.1% |
| 30D | +3.4% | +31.7% | -28.3% | +2.8% |
| 3M | -0.3% | +41.1% | -41.4% | -1.2% |
| 6M | +1.0% | +77.1% | -76.0% | -0.4% |
| YTD | -3.6% | +21.7% | -25.3% | -3.7% |
| 1Y | +3.0% | +8.4% | -5.4% | +4.4% |
| All | +3.0% | +7.3% | -4.3% | +4.4% |
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