+119.2%
ORLY vs SITM
+187.3%
-68.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.2% | +0.3% |
| 7D | -2.4% | +3.9% | -6.2% | -2.4% |
| 30D | -6.8% | -6.6% | -0.2% | -6.7% |
| 3M | -4.8% | -11.9% | +7.1% | -4.6% |
| 6M | -9.1% | +81.1% | -90.2% | -10.4% |
| YTD | -5.9% | +80.0% | -85.9% | -7.4% |
| 1Y | -20.4% | +145.8% | -166.2% | -22.4% |
| 3Y | +36.6% | +475.9% | -439.3% | +26.2% |
| All | +119.2% | +187.3% | -68.1% | +102.6% |
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