+203.0%
AMAT vs SITM
+372.9%
-169.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.5% | -2.2% | +2.2% |
| 7D | -1.5% | +9.7% | -11.2% | -4.4% |
| 30D | -14.8% | +12.7% | -27.5% | -19.4% |
| 3M | -9.3% | -13.4% | +4.2% | -6.3% |
| 6M | +27.4% | +59.6% | -32.2% | +6.9% |
| YTD | +77.6% | +73.3% | +4.3% | +44.0% |
| 1Y | +188.9% | +165.5% | +23.4% | +101.7% |
| All | +203.0% | +372.9% | -169.9% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling