+4,507.3%
SITM vs EXEL
+251.6%
+4,255.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.1% | -1.5% |
| 7D | +8.4% | +1.4% | +7.0% | +7.9% |
| 30D | -17.4% | +6.7% | -24.1% | -19.1% |
| 3M | -9.8% | +11.5% | -21.3% | -13.8% |
| 6M | +83.0% | +38.8% | +44.2% | +61.6% |
| YTD | +69.6% | +31.6% | +38.0% | +51.6% |
| 1Y | +144.9% | +53.0% | +91.9% | +105.8% |
| 3Y | +429.9% | +160.8% | +269.0% | +244.6% |
| 5Y | +169.2% | +190.1% | -20.9% | +65.0% |
| All | +4,507.3% | +251.6% | +4,255.7% | +2,725.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling