+1,105.8%
SMH vs ESTC
+23.7%
+1,082.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.7% |
| 7D | +4.3% | -3.3% | +7.7% | +5.1% |
| 30D | +0.9% | +13.4% | -12.6% | -3.9% |
| 3M | -2.8% | +41.3% | -44.2% | -13.6% |
| 6M | +45.6% | +62.6% | -17.0% | +22.8% |
| YTD | +59.5% | +14.8% | +44.7% | +47.0% |
| 1Y | +93.4% | -5.1% | +98.5% | +86.9% |
| 3Y | +287.1% | +11.2% | +275.9% | +226.7% |
| 5Y | +338.0% | -47.0% | +385.0% | +328.3% |
| All | +1,105.8% | +23.7% | +1,082.1% | +674.7% |
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 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