+339.4%
SMH vs ESTC
-47.2%
+386.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +2.1% |
| 7D | +5.2% | -4.3% | +9.5% | +6.1% |
| 30D | -1.5% | +17.7% | -19.3% | -6.6% |
| 3M | -4.1% | +42.3% | -46.4% | -13.8% |
| 6M | +50.8% | +64.6% | -13.8% | +28.9% |
| YTD | +59.3% | +17.2% | +42.1% | +47.8% |
| 1Y | +94.1% | -4.2% | +98.3% | +89.0% |
| 3Y | +286.7% | +13.5% | +273.2% | +230.0% |
| 5Y | +339.4% | -45.5% | +385.0% | +310.9% |
| All | +339.4% | -47.2% | +386.6% | +310.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling