+4,789.7%
SITM vs SNY
+23.8%
+4,765.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +3.9% | -3.3% | +7.2% | +5.4% |
| 30D | -6.6% | -2.2% | -4.4% | -5.8% |
| 3M | -11.9% | -3.0% | -8.8% | -11.6% |
| 6M | +81.1% | +2.7% | +78.4% | +75.8% |
| YTD | +80.0% | -6.8% | +86.8% | +82.6% |
| 1Y | +145.8% | -5.3% | +151.1% | +145.8% |
| 3Y | +475.9% | -9.8% | +485.7% | +463.1% |
| 5Y | +189.2% | +9.7% | +179.5% | +129.6% |
| All | +4,789.7% | +23.8% | +4,765.9% | +3,433.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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