+40.1%
GILD vs SITM
+27.0%
+13.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.0% | +8.0% | -4.0% |
| 7D | +1.2% | -27.3% | +28.4% | +1.0% |
| 30D | +16.2% | -50.1% | +66.3% | +16.4% |
| 3M | +27.9% | -34.6% | +62.5% | +27.0% |
| 6M | +27.1% | -40.5% | +67.6% | +24.9% |
| YTD | +39.0% | +0.5% | +38.5% | +28.4% |
| 1Y | +40.1% | +27.2% | +12.9% | +28.5% |
| All | +40.1% | +27.0% | +13.1% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling