+434.4%
SITM vs EXEL
+164.8%
+269.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.6% |
| 7D | +3.7% | -0.3% | +4.0% | +3.7% |
| 30D | -14.5% | +10.1% | -24.6% | -15.1% |
| 3M | -10.6% | +10.1% | -20.6% | -11.7% |
| 6M | +65.5% | +37.7% | +27.9% | +57.6% |
| YTD | +67.0% | +33.1% | +33.9% | +59.5% |
| 1Y | +138.6% | +52.4% | +86.2% | +122.2% |
| All | +434.4% | +164.8% | +269.6% | +385.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling