+78.7%
SAP vs SITM
+4,608.4%
-4,529.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.5% | -7.4% | -1.6% |
| 7D | -2.9% | +9.7% | -12.6% | -3.9% |
| 30D | +9.0% | +12.7% | -3.7% | +6.8% |
| 3M | +14.9% | -13.4% | +28.4% | +14.8% |
| 6M | +11.9% | +59.6% | -47.7% | +1.3% |
| YTD | -9.9% | +73.3% | -83.2% | -20.1% |
| 1Y | -19.5% | +165.5% | -185.1% | -33.7% |
| 3Y | +61.8% | +368.7% | -306.9% | +14.5% |
| 5Y | +56.2% | +172.5% | -116.3% | +10.0% |
| All | +78.7% | +4,608.4% | -4,529.7% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling