-13.9%
SM vs ESTC
-48.1%
+34.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.9% | -7.6% | -3.6% |
| 7D | -22.3% | -1.2% | -21.1% | -22.1% |
| 30D | -21.4% | -8.1% | -13.2% | -20.3% |
| 3M | +1.4% | +20.2% | -18.8% | -3.2% |
| 6M | +0.1% | +72.7% | -72.6% | -11.5% |
| YTD | +59.0% | +19.6% | +39.3% | +49.2% |
| 1Y | +64.3% | +0.3% | +64.1% | +59.7% |
| 3Y | -13.1% | +22.8% | -35.9% | -22.8% |
| 5Y | -13.9% | -50.9% | +37.0% | -14.2% |
| All | -13.9% | -48.1% | +34.2% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling