+44.6%
SLB vs SITM
+51.8%
-7.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +2.6% | +32.5% | -30.0% | +0.5% |
| 30D | +4.4% | -18.8% | +23.2% | +5.4% |
| 3M | -2.7% | -30.9% | +28.1% | -1.0% |
| 6M | -7.5% | -44.5% | +36.9% | -5.9% |
| YTD | +34.8% | +33.2% | +1.6% | +29.5% |
| 1Y | +44.6% | +53.8% | -9.3% | +35.4% |
| All | +44.6% | +51.8% | -7.2% | +35.4% |
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