-5.9%
SAP vs SITM
+47.5%
-53.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.4% | +13.6% | +3.4% |
| 7D | +1.3% | -19.5% | +20.8% | -0.3% |
| 30D | +15.5% | -43.2% | +58.8% | +10.9% |
| 3M | +22.8% | -30.8% | +53.6% | +20.0% |
| 6M | +42.5% | -28.6% | +71.0% | +38.5% |
| YTD | +0.5% | +14.2% | -13.6% | -2.3% |
| 1Y | -5.9% | +44.4% | -50.3% | -8.6% |
| All | -5.9% | +47.5% | -53.5% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling