+74.6%
SAP vs SITM
+97.5%
-23.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.2% | -1.3% |
| 7D | +1.5% | -0.1% | +1.6% | +1.2% |
| 30D | +8.8% | -27.4% | +36.2% | +11.5% |
| 3M | +12.1% | -35.6% | +47.7% | +15.5% |
| 6M | +34.6% | -46.6% | +81.2% | +39.7% |
| YTD | -2.1% | +25.8% | -27.9% | -11.2% |
| 1Y | -5.5% | +38.2% | -43.8% | -15.8% |
| 3Y | +67.4% | +311.5% | -244.1% | +15.7% |
| 5Y | +74.6% | +94.6% | -20.1% | +20.3% |
| All | +74.6% | +97.5% | -23.0% | +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 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