+140.1%
GOOGL vs SITM
+187.3%
-47.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.8% | +0.9% |
| 7D | 0.0% | +3.9% | -3.8% | -0.6% |
| 30D | -1.4% | -6.6% | +5.2% | -0.7% |
| 3M | -5.3% | -11.9% | +6.5% | -5.1% |
| 6M | +9.8% | +81.1% | -71.3% | -5.5% |
| YTD | +8.4% | +80.0% | -71.6% | -7.8% |
| 1Y | +41.2% | +145.8% | -104.6% | +11.5% |
| 3Y | +149.6% | +475.9% | -326.3% | +50.8% |
| All | +140.1% | +187.3% | -47.2% | +46.4% |
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