+183.1%
SMTC vs ESTC
+31.2%
+151.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.5% | +13.7% | +10.6% |
| 7D | +12.7% | -8.1% | +20.9% | +15.2% |
| 30D | +22.0% | +31.7% | -9.7% | +9.3% |
| 3M | -12.7% | +41.1% | -53.7% | -23.9% |
| 6M | +64.8% | +77.1% | -12.3% | +30.3% |
| YTD | +100.7% | +21.7% | +79.0% | +77.4% |
| 1Y | +146.9% | +8.4% | +138.5% | +123.4% |
| 3Y | +456.8% | +23.6% | +433.2% | +347.8% |
| 5Y | +89.2% | -46.5% | +135.7% | +88.0% |
| All | +183.1% | +31.2% | +151.9% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling