+32.8%
INFY vs SITM
+4,789.7%
-4,756.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.1% | +0.9% |
| 7D | -5.4% | +3.9% | -9.2% | -5.7% |
| 30D | -9.9% | -6.6% | -3.3% | -9.5% |
| 3M | -4.6% | -11.9% | +7.3% | -4.8% |
| 6M | -18.5% | +81.1% | -99.6% | -26.3% |
| YTD | -36.5% | +80.0% | -116.5% | -43.0% |
| 1Y | -32.8% | +145.8% | -178.6% | -42.5% |
| 3Y | -32.2% | +475.9% | -508.1% | -51.2% |
| 5Y | -44.7% | +189.2% | -233.9% | -59.4% |
| All | +32.8% | +4,789.7% | -4,756.9% | -34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling