+967.2%
SMCI vs ESTC
-46.4%
+1,013.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.7% |
| 7D | +5.2% | -3.3% | +8.6% | +6.1% |
| 30D | +23.7% | +13.4% | +10.3% | +17.3% |
| 3M | -4.2% | +41.3% | -45.5% | -15.8% |
| 6M | +21.7% | +62.6% | -40.9% | +2.4% |
| YTD | +33.0% | +14.8% | +18.2% | +23.3% |
| 1Y | -9.3% | -5.1% | -4.2% | -11.5% |
| 3Y | +38.7% | +11.2% | +27.6% | +24.8% |
| 5Y | +967.2% | -47.0% | +1,014.1% | +865.3% |
| All | +967.2% | -46.4% | +1,013.5% | +865.3% |
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