+523.6%
SMCI vs ESTC
-52.1%
+575.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -6.6% | +2.4% | -9.0% | -7.4% |
| 30D | -24.9% | -4.2% | -20.7% | -23.8% |
| 3M | -31.4% | +2.5% | -33.8% | -32.7% |
| 6M | -16.0% | +81.5% | -97.5% | -31.7% |
| YTD | -8.2% | +16.8% | -25.0% | -15.4% |
| 1Y | -23.4% | -3.5% | -20.0% | -25.3% |
| 3Y | +5.0% | +17.7% | -12.7% | -7.0% |
| All | +523.6% | -52.1% | +575.6% | +445.7% |
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