+3,319.5%
SITM vs EXEL
+320.7%
+2,998.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.2% |
| 7D | +6.6% | -0.8% | +7.4% | +7.0% |
| 30D | -15.3% | +13.1% | -28.4% | -18.2% |
| 3M | -35.4% | +36.3% | -71.7% | -41.1% |
| 6M | -46.8% | +34.5% | -81.3% | -51.9% |
| YTD | +25.9% | +57.4% | -31.6% | +6.8% |
| 1Y | +54.0% | +62.9% | -8.9% | +29.0% |
| 3Y | +315.6% | +229.5% | +86.1% | +152.3% |
| 5Y | +74.4% | +281.2% | -206.8% | -0.8% |
| All | +3,319.5% | +320.7% | +2,998.8% | +1,889.6% |
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 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