+76.0%
AMZN vs SITM
+423.6%
-347.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.5% |
| 7D | -2.7% | +4.8% | -7.5% | -3.4% |
| 30D | -7.5% | -9.7% | +2.2% | -6.5% |
| 3M | +5.8% | -9.3% | +15.2% | +5.5% |
| 6M | +17.5% | +69.5% | -52.0% | +4.2% |
| YTD | +9.1% | +70.5% | -61.4% | -4.6% |
| 1Y | +9.4% | +145.3% | -135.9% | -12.1% |
| All | +76.0% | +423.6% | -347.6% | +18.9% |
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