-13.1%
SM vs ESTC
+20.1%
-33.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.9% | -7.6% | -3.5% |
| 7D | -22.3% | -1.2% | -21.1% | -22.1% |
| 30D | -21.4% | -8.1% | -13.2% | -20.5% |
| 3M | +1.4% | +20.2% | -18.8% | -2.7% |
| 6M | +0.1% | +72.7% | -72.6% | -10.4% |
| YTD | +59.0% | +19.6% | +39.3% | +50.9% |
| 1Y | +64.3% | +0.3% | +64.1% | +61.8% |
| 3Y | -13.1% | +22.8% | -35.9% | -17.9% |
| All | -13.1% | +20.1% | -33.2% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling