+1,645.9%
PLTR vs SITM
+607.1%
+1,038.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.8% |
| 7D | -9.1% | +4.8% | -14.0% | -10.6% |
| 30D | -5.2% | -9.7% | +4.5% | -3.0% |
| 3M | +27.4% | -9.3% | +36.7% | +25.5% |
| 6M | +9.7% | +69.5% | -59.8% | -16.7% |
| YTD | -6.7% | +70.5% | -77.2% | -31.8% |
| 1Y | -0.5% | +145.3% | -145.8% | -38.7% |
| 3Y | +996.2% | +432.8% | +563.4% | +329.1% |
| 5Y | +531.1% | +174.0% | +357.1% | +187.3% |
| All | +1,645.9% | +607.1% | +1,038.8% | +437.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling