+144.2%
SMR vs ESTC
+14.5%
+129.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +2.2% | +14.0% | +15.4% |
| 7D | -9.6% | -11.5% | +1.9% | -5.2% |
| 30D | -33.8% | -7.5% | -26.2% | -31.7% |
| 3M | -46.4% | +23.1% | -69.4% | -51.1% |
| 6M | -62.4% | +75.3% | -137.7% | -70.4% |
| YTD | -64.1% | +14.1% | -78.3% | -67.1% |
| 1Y | -84.3% | -0.6% | -83.8% | -84.9% |
| All | +144.2% | +14.5% | +129.7% | +118.3% |
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 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