+499.7%
SMTC vs ESTC
+18.2%
+481.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.5% | +13.7% | +10.0% |
| 7D | +12.7% | -8.1% | +20.9% | +14.2% |
| 30D | +22.0% | +31.7% | -9.7% | +13.6% |
| 3M | -12.7% | +41.1% | -53.7% | -20.1% |
| 6M | +64.8% | +77.1% | -12.3% | +40.2% |
| YTD | +100.7% | +21.7% | +79.0% | +87.7% |
| 1Y | +146.9% | +8.4% | +138.5% | +135.9% |
| All | +499.7% | +18.2% | +481.5% | +453.7% |
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