+54.7%
SMTC vs ESTC
+0.3%
+54.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +4.9% | +8.0% | +13.0% |
| 7D | -4.8% | -1.2% | -3.7% | -5.2% |
| 30D | -37.8% | -8.1% | -29.7% | -38.5% |
| 3M | -16.5% | +20.2% | -36.6% | -14.1% |
| 6M | -4.4% | +72.7% | -77.1% | +0.7% |
| YTD | +58.0% | +19.6% | +38.4% | +67.6% |
| All | +54.7% | +0.3% | +54.4% | +63.1% |
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