-44.6%
INFY vs SITM
+187.3%
-231.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.1% | +1.0% |
| 7D | -5.4% | +3.9% | -9.2% | -5.7% |
| 30D | -9.9% | -6.6% | -3.3% | -9.6% |
| 3M | -4.6% | -11.9% | +7.3% | -4.6% |
| 6M | -18.5% | +81.1% | -99.6% | -25.8% |
| YTD | -36.5% | +80.0% | -116.5% | -42.5% |
| 1Y | -32.8% | +145.8% | -178.6% | -41.9% |
| 3Y | -32.2% | +475.9% | -508.1% | -50.7% |
| All | -44.6% | +187.3% | -231.9% | -59.1% |
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