+286.7%
SMH vs ESTC
+11.7%
+275.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +1.7% |
| 7D | +5.2% | -4.3% | +9.5% | +5.8% |
| 30D | -1.5% | +17.7% | -19.3% | -4.8% |
| 3M | -4.1% | +42.3% | -46.4% | -10.5% |
| 6M | +50.8% | +64.6% | -13.8% | +36.1% |
| YTD | +59.3% | +17.2% | +42.1% | +52.9% |
| 1Y | +94.1% | -4.2% | +98.3% | +93.5% |
| 3Y | +286.7% | +13.5% | +273.2% | +273.0% |
| All | +286.7% | +11.7% | +275.0% | +273.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling