+3,092.7%
SMCI vs ESTC
+31.2%
+3,061.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.5% | +9.0% | +5.7% |
| 7D | +6.8% | -8.1% | +14.9% | +9.0% |
| 30D | +30.6% | +31.7% | -1.1% | +19.9% |
| 3M | -15.6% | +41.1% | -56.6% | -24.3% |
| 6M | +21.3% | +77.1% | -55.8% | +2.1% |
| YTD | +35.3% | +21.7% | +13.6% | +24.8% |
| 1Y | -2.7% | +8.4% | -11.1% | -8.2% |
| 3Y | +40.3% | +23.6% | +16.7% | +24.7% |
| 5Y | +941.8% | -46.5% | +988.3% | +917.1% |
| All | +3,092.7% | +31.2% | +3,061.6% | +2,408.2% |
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