+40.4%
SMCI vs ESTC
+11.0%
+29.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.6% |
| 7D | +5.2% | -3.3% | +8.6% | +6.1% |
| 30D | +23.7% | +13.4% | +10.3% | +16.8% |
| 3M | -4.2% | +41.3% | -45.5% | -16.6% |
| 6M | +21.7% | +62.6% | -40.9% | +1.2% |
| YTD | +33.0% | +14.8% | +18.2% | +22.9% |
| 1Y | -9.3% | -5.1% | -4.2% | -11.2% |
| All | +40.4% | +11.0% | +29.4% | +36.9% |
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