+36.1%
SNY vs ESTC
+19.1%
+17.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.3% | -9.2% | +5.8% | -2.7% |
| 30D | -2.2% | +8.1% | -10.2% | -2.9% |
| 3M | -3.0% | +38.5% | -41.5% | -5.4% |
| 6M | +2.7% | +57.8% | -55.0% | -1.0% |
| YTD | -6.8% | +10.5% | -17.4% | -8.2% |
| 1Y | -5.3% | -6.4% | +1.1% | -5.7% |
| 3Y | -9.8% | +4.7% | -14.4% | -13.1% |
| 5Y | +9.7% | -47.8% | +57.4% | +9.2% |
| All | +36.1% | +19.1% | +17.0% | +15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling