+603.5%
AMAT vs SITM
+3,535.1%
-2,931.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.3% | -0.3% | +4.1% |
| 7D | +7.0% | +17.2% | -10.2% | +1.8% |
| 30D | -20.6% | -17.1% | -3.5% | -16.0% |
| 3M | -24.8% | -29.2% | +4.4% | -17.1% |
| 6M | -10.7% | -47.6% | +36.8% | +6.5% |
| YTD | +54.3% | +33.8% | +20.5% | +34.6% |
| 1Y | +73.7% | +54.1% | +19.6% | +44.7% |
| 3Y | +168.4% | +337.6% | -169.1% | +44.5% |
| 5Y | +167.6% | +89.7% | +77.8% | +64.5% |
| All | +603.5% | +3,535.1% | -2,931.6% | +149.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling