+1,691.6%
STX vs SITM
+4,608.4%
-2,916.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.5% | -0.2% | +5.0% |
| 7D | +2.4% | +9.7% | -7.4% | +0.4% |
| 30D | +1.4% | +12.7% | -11.3% | -1.7% |
| 3M | -8.2% | -13.4% | +5.2% | -5.9% |
| 6M | +127.0% | +59.6% | +67.4% | +104.4% |
| YTD | +209.1% | +73.3% | +135.8% | +172.0% |
| 1Y | +365.4% | +165.5% | +199.9% | +273.7% |
| 3Y | +1,135.4% | +368.7% | +766.7% | +734.1% |
| 5Y | +991.5% | +172.5% | +819.0% | +639.5% |
| All | +1,691.6% | +4,608.4% | -2,916.8% | +722.4% |
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 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