+48.5%
AMZN vs SITM
+187.3%
-138.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +0.9% |
| 7D | -0.7% | +3.9% | -4.5% | -1.4% |
| 30D | -3.9% | -6.6% | +2.7% | -3.2% |
| 3M | +6.3% | -11.9% | +18.2% | +6.5% |
| 6M | +20.8% | +81.1% | -60.4% | +1.8% |
| YTD | +11.2% | +80.0% | -68.7% | -7.7% |
| 1Y | +11.7% | +145.8% | -134.2% | -15.4% |
| 3Y | +79.4% | +475.9% | -396.4% | -0.2% |
| All | +48.5% | +187.3% | -138.7% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling