-18.7%
SAP vs SITM
+155.7%
-174.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | +0.5% |
| 7D | -4.1% | +3.9% | -7.9% | -3.9% |
| 30D | +1.1% | -6.6% | +7.7% | +0.8% |
| 3M | +26.1% | -11.9% | +38.0% | +26.7% |
| 6M | +9.8% | +81.1% | -71.3% | +8.4% |
| YTD | -13.6% | +80.0% | -93.5% | -15.0% |
| 1Y | -18.7% | +145.8% | -164.5% | -20.3% |
| All | -18.7% | +155.7% | -174.4% | -20.3% |
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