+122.9%
SMTC vs ESTC
+28.9%
+94.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +4.9% | +8.0% | +11.4% |
| 7D | -4.8% | -1.2% | -3.7% | -4.0% |
| 30D | -37.8% | -8.1% | -29.7% | -35.9% |
| 3M | -16.5% | +20.2% | -36.6% | -22.8% |
| 6M | -4.4% | +72.7% | -77.1% | -22.8% |
| YTD | +58.0% | +19.6% | +38.4% | +40.7% |
| 1Y | +62.0% | +0.3% | +61.7% | +52.2% |
| 3Y | +745.7% | +22.8% | +722.9% | +587.1% |
| 5Y | +29.0% | -50.9% | +79.9% | +33.2% |
| All | +122.9% | +28.9% | +94.0% | +38.9% |
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