+2,914.5%
SMCI vs ESTC
+19.3%
+2,895.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -3.0% |
| 7D | -1.3% | -13.2% | +11.9% | +2.4% |
| 30D | +18.3% | +9.3% | +9.0% | +14.1% |
| 3M | +27.7% | +37.3% | -9.6% | +15.0% |
| 6M | +17.6% | +61.0% | -43.4% | +1.6% |
| YTD | +27.7% | +10.7% | +17.1% | +20.9% |
| 1Y | -14.9% | -7.2% | -7.7% | -16.2% |
| 3Y | +33.2% | +7.2% | +26.0% | +22.9% |
| 5Y | +921.6% | -47.7% | +969.3% | +909.4% |
| All | +2,914.5% | +19.3% | +2,895.3% | +2,328.5% |
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