+50.6%
LYB vs SITM
+47.5%
+3.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -9.4% | +4.6% | -5.6% |
| 7D | -6.2% | -19.5% | +13.3% | -8.1% |
| 30D | +6.3% | -43.2% | +49.5% | +1.1% |
| 3M | +4.1% | -30.8% | +34.9% | +1.3% |
| 6M | -15.5% | -28.6% | +13.1% | -14.8% |
| YTD | +50.2% | +14.2% | +36.1% | +69.8% |
| 1Y | +50.6% | +44.4% | +6.2% | +77.1% |
| All | +50.6% | +47.5% | +3.1% | +77.1% |
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 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