+94.5%
SAP vs SITM
+3,535.1%
-3,440.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.3% | -6.2% | -0.5% |
| 7D | -2.5% | +17.2% | -19.7% | -4.4% |
| 30D | +7.5% | -17.1% | +24.6% | +8.9% |
| 3M | +11.6% | -29.2% | +40.8% | +14.3% |
| 6M | +37.6% | -47.6% | +85.2% | +43.7% |
| YTD | -2.0% | +33.8% | -35.7% | -11.5% |
| 1Y | -6.4% | +54.1% | -60.5% | -17.5% |
| 3Y | +67.7% | +337.6% | -269.9% | +17.7% |
| 5Y | +75.7% | +89.7% | -14.0% | +28.4% |
| All | +94.5% | +3,535.1% | -3,440.6% | -6.4% |
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