+88.9%
SLB vs SITM
+4,608.4%
-4,519.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.4% | -0.8% |
| 7D | +0.8% | +9.7% | -8.9% | -0.5% |
| 30D | +15.8% | +12.7% | +3.1% | +12.9% |
| 3M | -0.3% | -13.4% | +13.1% | 0.0% |
| 6M | +21.3% | +59.6% | -38.3% | +9.3% |
| YTD | +52.3% | +73.3% | -21.0% | +34.3% |
| 1Y | +63.6% | +165.5% | -101.9% | +32.9% |
| 3Y | +3.8% | +368.7% | -364.9% | -28.5% |
| 5Y | +128.6% | +172.5% | -43.9% | +55.4% |
| All | +88.9% | +4,608.4% | -4,519.5% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling