-6.3%
SM vs ESTC
+25.2%
-31.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -1.8% |
| 7D | +0.1% | -8.1% | +8.2% | +1.3% |
| 30D | +26.3% | +31.7% | -5.4% | +19.9% |
| 3M | +8.7% | +41.1% | -32.4% | +1.7% |
| 6M | +51.7% | +77.1% | -25.4% | +35.4% |
| YTD | +99.0% | +21.7% | +77.3% | +89.2% |
| 1Y | +34.6% | +8.4% | +26.2% | +30.1% |
| All | -6.3% | +25.2% | -31.5% | -12.0% |
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