+211.3%
SMTC vs ESTC
+26.3%
+185.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.7% | +13.7% | +11.0% |
| 7D | +22.9% | -4.3% | +27.2% | +24.1% |
| 30D | +16.6% | +17.7% | -1.1% | +8.1% |
| 3M | +2.4% | +42.3% | -39.9% | -11.4% |
| 6M | +98.3% | +64.6% | +33.7% | +60.4% |
| YTD | +120.7% | +17.2% | +103.5% | +97.0% |
| 1Y | +168.3% | -4.2% | +172.5% | +153.0% |
| 3Y | +571.7% | +13.5% | +558.2% | +455.4% |
| 5Y | +114.0% | -45.5% | +159.5% | +110.2% |
| All | +211.3% | +26.3% | +185.0% | +94.4% |
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