+44.4%
SITM vs EXEL
+92.4%
-48.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.6% | -10.0% | -9.2% |
| 7D | -19.5% | +9.8% | -29.3% | -17.9% |
| 30D | -43.2% | +23.6% | -66.8% | -40.8% |
| 3M | -30.8% | +29.9% | -60.7% | -27.4% |
| 6M | -28.6% | +64.7% | -93.3% | -26.6% |
| YTD | +14.2% | +66.0% | -51.8% | +15.6% |
| 1Y | +44.4% | +92.0% | -47.6% | +39.6% |
| All | +44.4% | +92.4% | -48.0% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling