-48.1%
SMR vs ESTC
+0.4%
-48.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -3.1% |
| 7D | -2.8% | -3.6% | +0.8% | -1.5% |
| 30D | -27.5% | -11.2% | -16.3% | -24.9% |
| 3M | -43.1% | +14.3% | -57.5% | -45.7% |
| 6M | -58.4% | +67.0% | -125.4% | -64.5% |
| YTD | -63.2% | +15.7% | -78.8% | -65.5% |
| 1Y | -81.6% | -6.3% | -75.4% | -81.9% |
| 3Y | +149.8% | +14.5% | +135.3% | +130.9% |
| All | -48.1% | +0.4% | -48.5% | -53.9% |
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 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