+36.6%
ORLY vs SITM
+452.7%
-416.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.2% | +0.5% |
| 7D | -2.4% | +3.9% | -6.2% | -2.3% |
| 30D | -6.8% | -6.6% | -0.2% | -6.9% |
| 3M | -4.8% | -11.9% | +7.1% | -4.6% |
| 6M | -9.1% | +81.1% | -90.2% | -7.7% |
| YTD | -5.9% | +80.0% | -85.9% | -4.3% |
| 1Y | -20.4% | +145.8% | -166.2% | -18.5% |
| 3Y | +36.6% | +475.9% | -439.3% | +44.0% |
| All | +36.6% | +452.7% | -416.1% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling