+123.8%
STX vs SITM
+47.5%
+76.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -9.4% | +1.2% | -4.8% |
| 7D | -20.2% | -19.5% | -0.7% | -13.7% |
| 30D | -37.2% | -43.2% | +6.0% | -24.2% |
| 3M | -34.1% | -30.8% | -3.2% | -26.5% |
| 6M | -24.5% | -28.6% | +4.1% | -16.4% |
| YTD | +102.9% | +14.2% | +88.8% | +92.7% |
| 1Y | +123.8% | +44.4% | +79.4% | +105.9% |
| All | +123.8% | +47.5% | +76.3% | +105.9% |
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