+4,532.8%
SITM vs ESTC
+9.5%
+4,523.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.7% | +3.8% |
| 7D | +4.8% | -13.2% | +18.0% | +11.7% |
| 30D | -9.7% | +9.3% | -19.1% | -16.6% |
| 3M | -9.3% | +37.3% | -46.7% | -25.8% |
| 6M | +69.5% | +61.0% | +8.5% | +24.5% |
| YTD | +70.5% | +10.7% | +59.9% | +46.8% |
| 1Y | +145.3% | -7.2% | +152.4% | +126.7% |
| 3Y | +432.8% | +7.2% | +425.6% | +286.4% |
| 5Y | +174.0% | -47.7% | +221.7% | +180.8% |
| All | +4,532.8% | +9.5% | +4,523.3% | +2,323.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling