+741.8%
AMAT vs SITM
+4,507.3%
-3,765.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.6% |
| 7D | +7.0% | +8.4% | -1.4% | +4.3% |
| 30D | -12.2% | -17.4% | +5.2% | -7.2% |
| 3M | -3.8% | -9.8% | +6.0% | -1.9% |
| 6M | +45.9% | +83.0% | -37.0% | +17.7% |
| YTD | +84.6% | +69.6% | +15.0% | +50.7% |
| 1Y | +193.4% | +144.9% | +48.5% | +109.8% |
| 3Y | +228.1% | +429.9% | -201.8% | +66.6% |
| 5Y | +268.9% | +169.2% | +99.8% | +105.0% |
| All | +741.8% | +4,507.3% | -3,765.5% | +179.3% |
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