+922.0%
SMH vs ESTC
+25.9%
+896.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | +4.9% | +2.4% | +2.5% | +4.2% |
| 30D | -13.8% | -4.2% | -9.6% | -12.7% |
| 3M | -17.4% | +2.5% | -19.8% | -18.9% |
| 6M | -15.0% | +81.5% | -96.5% | -29.9% |
| YTD | +35.2% | +16.8% | +18.3% | +24.0% |
| 1Y | +41.6% | -3.5% | +45.1% | +36.8% |
| 3Y | +215.6% | +17.7% | +197.9% | +162.8% |
| 5Y | +233.2% | -51.7% | +285.0% | +237.7% |
| All | +922.0% | +25.9% | +896.0% | +553.4% |
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