+139.2%
SLB vs SITM
+168.3%
-29.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | +0.4% | +8.4% | -7.9% | -0.5% |
| 30D | +13.6% | -17.4% | +31.0% | +15.8% |
| 3M | +1.5% | -9.8% | +11.3% | +1.3% |
| 6M | +23.0% | +83.0% | -59.9% | +11.2% |
| YTD | +51.2% | +69.6% | -18.4% | +36.9% |
| 1Y | +63.5% | +144.9% | -81.4% | +39.5% |
| 3Y | +2.5% | +429.9% | -427.3% | -25.3% |
| 5Y | +139.2% | +169.2% | -30.0% | +79.0% |
| All | +139.2% | +168.3% | -29.1% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling