+56.8%
SAP vs SITM
+168.3%
-111.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.5% | -1.5% |
| 7D | -0.3% | +8.4% | -8.6% | -1.1% |
| 30D | +2.6% | -17.4% | +20.0% | +4.3% |
| 3M | +16.3% | -9.8% | +26.1% | +15.7% |
| 6M | +6.4% | +83.0% | -76.6% | -5.3% |
| YTD | -11.4% | +69.6% | -81.0% | -21.2% |
| 1Y | -20.4% | +144.9% | -165.3% | -33.8% |
| 3Y | +56.5% | +429.9% | -373.3% | +6.7% |
| 5Y | +56.8% | +169.2% | -112.4% | +3.7% |
| All | +56.8% | +168.3% | -111.5% | +3.7% |
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