+132.9%
SITM vs EXEL
+52.0%
+80.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +1.8% |
| 7D | +4.8% | -2.9% | +7.7% | +4.3% |
| 30D | -9.7% | +11.9% | -21.6% | -7.8% |
| 3M | -9.3% | +9.2% | -18.6% | -8.5% |
| 6M | +69.5% | +39.1% | +30.4% | +69.2% |
| YTD | +70.5% | +31.0% | +39.5% | +69.9% |
| All | +132.9% | +52.0% | +80.9% | +134.2% |
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