+39.9%
SAP vs SITM
-46.2%
+86.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | -0.1% |
| 7D | -3.9% | +32.5% | -36.4% | +1.1% |
| 30D | +6.5% | -18.8% | +25.3% | +4.0% |
| 3M | +14.7% | -30.9% | +45.5% | +9.7% |
| 6M | +39.9% | -44.5% | +84.4% | +24.8% |
| All | +39.9% | -46.2% | +86.1% | +24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling