-23.3%
INFY vs SITM
+47.5%
-70.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.4% | +12.0% | +1.7% |
| 7D | +1.2% | -19.5% | +20.8% | -0.5% |
| 30D | +13.8% | -43.2% | +57.0% | +9.1% |
| 3M | -2.9% | -30.8% | +28.0% | -5.0% |
| 6M | +2.2% | -28.6% | +30.7% | -1.5% |
| YTD | -29.8% | +14.2% | -44.0% | -33.8% |
| 1Y | -23.3% | +44.4% | -67.7% | -27.3% |
| All | -23.3% | +47.5% | -70.8% | -27.3% |
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