+7.4%
LYB vs SITM
+4,789.7%
-4,782.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.5% | -1.5% |
| 7D | +0.3% | +3.9% | -3.6% | -0.2% |
| 30D | +2.5% | -6.6% | +9.1% | +2.9% |
| 3M | +1.4% | -11.9% | +13.2% | +1.4% |
| 6M | -3.5% | +81.1% | -84.6% | -13.0% |
| YTD | +52.0% | +80.0% | -28.0% | +35.7% |
| 1Y | +22.1% | +145.8% | -123.8% | +2.8% |
| 3Y | -22.8% | +475.9% | -498.7% | -46.2% |
| 5Y | -3.4% | +189.2% | -192.6% | -32.5% |
| All | +7.4% | +4,789.7% | -4,782.3% | -62.2% |
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