+492.4%
AMAT vs SITM
+3,107.0%
-2,614.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +17.4% | -13.2% | -1.3% |
| 7D | -14.7% | -6.7% | -8.0% | -13.0% |
| 30D | -36.1% | -37.3% | +1.2% | -26.4% |
| 3M | -36.9% | -39.4% | +2.5% | -27.1% |
| 6M | -22.2% | -33.1% | +10.9% | -15.0% |
| YTD | +29.9% | +18.0% | +11.9% | +17.8% |
| 1Y | +43.3% | +22.7% | +20.6% | +27.8% |
| 3Y | +142.7% | +283.8% | -141.1% | +36.0% |
| 5Y | +126.2% | +45.0% | +81.2% | +48.4% |
| All | +492.4% | +3,107.0% | -2,614.6% | +118.3% |
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