-25.3%
LUV vs SITM
+4,437.5%
-4,462.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | +0.7% | +3.7% | -3.1% | +0.1% |
| 30D | -13.4% | -14.5% | +1.1% | -11.6% |
| 3M | -9.6% | -10.6% | +1.0% | -9.6% |
| 6M | -8.9% | +65.5% | -74.4% | -18.7% |
| YTD | -5.2% | +67.0% | -72.2% | -16.2% |
| 1Y | +27.0% | +138.6% | -111.6% | +4.6% |
| 3Y | +39.6% | +421.8% | -382.2% | -5.3% |
| 5Y | -14.4% | +172.4% | -186.8% | -41.0% |
| All | -25.3% | +4,437.5% | -4,462.8% | -68.2% |
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