+70.3%
SLB vs SITM
+97.5%
-27.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.6% |
| 7D | -4.3% | -0.1% | -4.2% | -4.6% |
| 30D | +1.9% | -27.4% | +29.4% | +5.2% |
| 3M | -5.7% | -35.6% | +29.9% | -1.8% |
| 6M | -5.3% | -46.6% | +41.3% | -0.5% |
| YTD | +32.2% | +25.8% | +6.3% | +22.6% |
| 1Y | +38.5% | +38.2% | +0.3% | +26.5% |
| 3Y | +1.1% | +311.5% | -310.4% | -25.1% |
| 5Y | +70.3% | +94.6% | -24.4% | +26.0% |
| All | +70.3% | +97.5% | -27.3% | +26.0% |
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