+25.3%
SM vs ESTC
+31.2%
-5.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -1.3% |
| 7D | +0.1% | -8.1% | +8.2% | +2.1% |
| 30D | +26.3% | +31.7% | -5.4% | +15.7% |
| 3M | +8.7% | +41.1% | -32.4% | -2.8% |
| 6M | +51.7% | +77.1% | -25.4% | +25.8% |
| YTD | +99.0% | +21.7% | +77.3% | +80.9% |
| 1Y | +34.6% | +8.4% | +26.2% | +25.1% |
| 3Y | -7.8% | +23.6% | -31.4% | -24.4% |
| 5Y | +104.8% | -46.5% | +151.2% | +106.4% |
| All | +25.3% | +31.2% | -5.9% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling