+745.7%
SMTC vs ESTC
+20.1%
+725.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +4.9% | +8.0% | +11.9% |
| 7D | -4.8% | -1.2% | -3.7% | -4.4% |
| 30D | -37.8% | -8.1% | -29.7% | -36.6% |
| 3M | -16.5% | +20.2% | -36.6% | -20.5% |
| 6M | -4.4% | +72.7% | -77.1% | -17.5% |
| YTD | +58.0% | +19.6% | +38.4% | +48.7% |
| 1Y | +62.0% | +0.3% | +61.7% | +60.3% |
| 3Y | +745.7% | +22.8% | +722.9% | +731.6% |
| All | +745.7% | +20.1% | +725.6% | +731.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling