+4,789.7%
SITM vs EXEL
+242.2%
+4,547.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +6.2% |
| 7D | +3.9% | -4.9% | +8.7% | +5.3% |
| 30D | -6.6% | +11.4% | -18.0% | -9.7% |
| 3M | -11.9% | +4.9% | -16.8% | -14.2% |
| 6M | +81.1% | +34.4% | +46.7% | +61.3% |
| YTD | +80.0% | +28.0% | +51.9% | +62.1% |
| 1Y | +145.8% | +43.6% | +102.2% | +110.8% |
| 3Y | +475.9% | +155.2% | +320.7% | +276.4% |
| 5Y | +189.2% | +181.2% | +8.1% | +78.8% |
| All | +4,789.7% | +242.2% | +4,547.5% | +2,920.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling