+211.7%
SMH vs ESTC
+19.0%
+192.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | -0.2% |
| 7D | -6.7% | -3.6% | -3.2% | -6.1% |
| 30D | -19.8% | -11.2% | -8.7% | -18.2% |
| 3M | -15.1% | +14.3% | -29.4% | -17.3% |
| 6M | -14.6% | +67.0% | -81.6% | -22.7% |
| YTD | +34.3% | +15.7% | +18.6% | +29.5% |
| 1Y | +35.2% | -6.3% | +41.5% | +36.0% |
| 3Y | +211.7% | +14.5% | +197.2% | +206.5% |
| All | +211.7% | +19.0% | +192.6% | +206.5% |
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