+63.3%
SLB vs SITM
+140.0%
-76.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | -1.9% | +3.7% | -5.6% | -2.0% |
| 30D | +7.8% | -14.5% | +22.3% | +8.5% |
| 3M | +2.7% | -10.6% | +13.2% | +2.5% |
| 6M | +22.2% | +65.5% | -43.4% | +17.0% |
| YTD | +51.1% | +67.0% | -15.9% | +45.2% |
| 1Y | +63.3% | +138.6% | -75.3% | +56.6% |
| All | +63.3% | +140.0% | -76.7% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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