+188.9%
AMAT vs SITM
+174.8%
+14.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.5% | -2.2% | +2.1% |
| 7D | -1.5% | +9.7% | -11.2% | -4.5% |
| 30D | -14.8% | +12.7% | -27.5% | -19.6% |
| 3M | -9.3% | -13.4% | +4.2% | -6.7% |
| 6M | +27.4% | +59.6% | -32.2% | +8.5% |
| YTD | +77.6% | +73.3% | +4.3% | +47.8% |
| 1Y | +188.9% | +165.5% | +23.4% | +130.0% |
| All | +188.9% | +174.8% | +14.2% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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