+71.1%
SAP vs SITM
+4,532.8%
-4,461.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.8% |
| 7D | -5.1% | +4.8% | -9.9% | -5.6% |
| 30D | -1.8% | -9.7% | +7.9% | -0.9% |
| 3M | +20.9% | -9.3% | +30.3% | +20.1% |
| 6M | +7.0% | +69.5% | -62.5% | -3.8% |
| YTD | -13.7% | +70.5% | -84.3% | -23.3% |
| 1Y | -19.6% | +145.3% | -164.8% | -33.0% |
| 3Y | +52.4% | +432.8% | -380.4% | +5.8% |
| 5Y | +54.4% | +174.0% | -119.6% | +8.7% |
| All | +71.1% | +4,532.8% | -4,461.7% | -18.9% |
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