+165.5%
SITM vs WYNN
-26.4%
+191.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.6% | +6.6% |
| 7D | +9.7% | -3.9% | +13.6% | +10.5% |
| 30D | +12.7% | -9.3% | +22.0% | +14.9% |
| 3M | -13.4% | -11.4% | -2.0% | -11.1% |
| 6M | +59.6% | -11.0% | +70.6% | +62.7% |
| YTD | +73.3% | -23.4% | +96.7% | +80.7% |
| 1Y | +165.5% | -24.8% | +190.4% | +172.3% |
| All | +165.5% | -26.4% | +191.9% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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