+4,437.5%
SITM vs AVAV
+131.8%
+4,305.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.8% | 0.0% |
| 7D | +3.7% | -3.2% | +6.9% | +4.5% |
| 30D | -14.5% | -25.6% | +11.1% | -7.3% |
| 3M | -10.6% | -20.2% | +9.7% | -6.7% |
| 6M | +65.5% | -38.1% | +103.6% | +83.0% |
| YTD | +67.0% | -41.8% | +108.8% | +76.5% |
| 1Y | +138.6% | -39.0% | +177.7% | +144.2% |
| 3Y | +421.8% | +24.1% | +397.7% | +267.5% |
| 5Y | +172.4% | +53.0% | +119.4% | +62.2% |
| All | +4,437.5% | +131.8% | +4,305.6% | +2,095.0% |
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