+3,415.8%
SITM vs AVAV
+109.1%
+3,306.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +12.6% | -3.0% | +5.8% |
| 7D | +9.4% | +3.2% | +6.2% | +8.8% |
| 30D | -25.4% | -7.4% | -18.0% | -23.4% |
| 3M | -37.0% | -32.0% | -5.0% | -29.8% |
| 6M | -45.1% | -24.6% | -20.6% | -42.2% |
| YTD | +29.4% | -47.5% | +76.9% | +41.0% |
| 1Y | +39.8% | -61.5% | +101.3% | +69.6% |
| 3Y | +328.2% | +5.5% | +322.8% | +219.8% |
| 5Y | +87.4% | +35.7% | +51.6% | +16.0% |
| All | +3,415.8% | +109.1% | +3,306.7% | +1,653.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling