+1,090.5%
SMH vs ESTC
+31.2%
+1,059.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +3.8% |
| 7D | +2.5% | -8.1% | +10.6% | +4.7% |
| 30D | -0.5% | +31.7% | -32.2% | -9.0% |
| 3M | -9.6% | +41.1% | -50.7% | -19.4% |
| 6M | +42.1% | +77.1% | -35.0% | +17.0% |
| YTD | +57.4% | +21.7% | +35.7% | +42.9% |
| 1Y | +96.2% | +8.4% | +87.8% | +82.5% |
| 3Y | +267.9% | +23.6% | +244.3% | +200.7% |
| 5Y | +327.7% | -46.5% | +374.1% | +318.4% |
| All | +1,090.5% | +31.2% | +1,059.3% | +653.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling