+30.9%
INFY vs SITM
+4,532.8%
-4,502.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | -9.8% | +4.8% | -14.6% | -10.2% |
| 30D | -13.4% | -9.7% | -3.7% | -12.8% |
| 3M | -7.2% | -9.3% | +2.1% | -7.9% |
| 6M | -20.6% | +69.5% | -90.1% | -27.8% |
| YTD | -37.5% | +70.5% | -108.0% | -43.5% |
| 1Y | -33.4% | +145.3% | -178.6% | -43.1% |
| 3Y | -32.4% | +432.8% | -465.2% | -50.9% |
| 5Y | -45.5% | +174.0% | -219.5% | -59.8% |
| All | +30.9% | +4,532.8% | -4,502.0% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling