+138.6%
SITM vs ESTC
-6.1%
+144.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.6% |
| 7D | +3.7% | -3.3% | +7.0% | +3.5% |
| 30D | -14.5% | +13.4% | -28.0% | -14.2% |
| 3M | -10.6% | +41.3% | -51.9% | -9.9% |
| 6M | +65.5% | +62.6% | +2.9% | +66.8% |
| YTD | +67.0% | +14.8% | +52.2% | +67.6% |
| 1Y | +138.6% | -5.1% | +143.7% | +152.4% |
| All | +138.6% | -6.1% | +144.7% | +152.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling