+169.2%
SITM vs ESTC
-47.2%
+216.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.5% | -0.6% |
| 7D | +8.4% | -4.3% | +12.7% | +10.0% |
| 30D | -17.4% | +17.7% | -35.1% | -25.4% |
| 3M | -9.8% | +42.3% | -52.1% | -25.7% |
| 6M | +83.0% | +64.6% | +18.4% | +37.6% |
| YTD | +69.6% | +17.2% | +52.4% | +45.4% |
| 1Y | +144.9% | -4.2% | +149.1% | +127.6% |
| 3Y | +429.9% | +13.5% | +416.3% | +287.5% |
| 5Y | +169.2% | -45.5% | +214.7% | +166.7% |
| All | +169.2% | -47.2% | +216.4% | +166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling