+72.2%
SMTC vs ESTC
+1.6%
+70.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.9% | -12.0% | -13.0% |
| 7D | -24.5% | -15.9% | -8.6% | -25.9% |
| 30D | -42.5% | -5.5% | -36.9% | -42.6% |
| 3M | -14.1% | +26.2% | -40.3% | -11.4% |
| 6M | +3.6% | +77.0% | -73.4% | +8.7% |
| YTD | +50.6% | +18.9% | +31.7% | +61.0% |
| 1Y | +72.2% | +1.3% | +70.9% | +86.3% |
| All | +72.2% | +1.6% | +70.7% | +86.3% |
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 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