-69.4%
SMR vs ESTC
-6.1%
-63.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.9% |
| 7D | +13.1% | -3.3% | +16.4% | +13.6% |
| 30D | +17.8% | +13.4% | +4.3% | +12.3% |
| 3M | +8.1% | +41.3% | -33.2% | -3.6% |
| 6M | -11.1% | +62.6% | -73.7% | -24.1% |
| YTD | -23.7% | +14.8% | -38.5% | -32.5% |
| 1Y | -69.4% | -5.1% | -64.4% | -67.0% |
| All | -69.4% | -6.1% | -63.3% | -67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling