+328.2%
SITM vs AVAV
+2.7%
+325.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +12.6% | -3.0% | +7.2% |
| 7D | +9.4% | +3.2% | +6.2% | +8.7% |
| 30D | -25.4% | -7.4% | -18.0% | -24.5% |
| 3M | -37.0% | -32.0% | -5.0% | -33.4% |
| 6M | -45.1% | -24.6% | -20.6% | -43.5% |
| YTD | +29.4% | -47.5% | +76.9% | +34.0% |
| 1Y | +39.8% | -61.5% | +101.3% | +56.9% |
| 3Y | +328.2% | +5.5% | +322.8% | +265.9% |
| All | +328.2% | +2.7% | +325.5% | +265.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling