-4.9%
LYB vs SITM
+187.3%
-192.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.5% | -1.3% |
| 7D | +0.3% | +3.9% | -3.6% | 0.0% |
| 30D | +2.5% | -6.6% | +9.1% | +2.8% |
| 3M | +1.4% | -11.9% | +13.2% | +1.4% |
| 6M | -3.5% | +81.1% | -84.6% | -10.2% |
| YTD | +52.0% | +80.0% | -28.0% | +40.3% |
| 1Y | +22.1% | +145.8% | -123.8% | +7.6% |
| 3Y | -22.8% | +475.9% | -498.7% | -41.2% |
| All | -4.9% | +187.3% | -192.2% | -28.7% |
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