+166.2%
SMTC vs ESTC
-6.1%
+172.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.5% |
| 7D | +22.5% | -3.3% | +25.8% | +21.9% |
| 30D | +24.9% | +13.4% | +11.4% | +27.4% |
| 3M | +4.1% | +41.3% | -37.3% | +8.6% |
| 6M | +92.6% | +62.6% | +30.0% | +102.3% |
| YTD | +122.5% | +14.8% | +107.7% | +130.8% |
| 1Y | +166.2% | -5.1% | +171.3% | +171.5% |
| All | +166.2% | -6.1% | +172.3% | +171.5% |
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 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