-45.9%
SMR vs ESTC
+3.9%
-49.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.9% | +2.2% | +5.7% |
| 7D | +1.7% | -1.2% | +2.9% | +2.3% |
| 30D | -24.4% | -8.1% | -16.3% | -22.5% |
| 3M | -44.6% | +20.2% | -64.8% | -47.9% |
| 6M | -56.7% | +72.7% | -129.4% | -63.4% |
| YTD | -61.6% | +19.6% | -81.3% | -64.4% |
| 1Y | -82.1% | +0.3% | -82.3% | -82.6% |
| 3Y | +161.5% | +22.8% | +138.7% | +138.1% |
| All | -45.9% | +3.9% | -49.8% | -52.5% |
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