+81.9%
UBER vs SITM
+176.0%
-94.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.7% |
| 7D | -4.5% | +4.8% | -9.3% | -5.4% |
| 30D | -7.6% | -9.7% | +2.1% | -6.3% |
| 3M | +5.8% | -9.3% | +15.1% | +4.9% |
| 6M | +0.3% | +69.5% | -69.2% | -16.0% |
| YTD | -11.2% | +70.5% | -81.7% | -26.8% |
| 1Y | -23.0% | +145.3% | -168.2% | -42.9% |
| 3Y | +53.6% | +432.8% | -379.2% | -19.5% |
| 5Y | +81.9% | +174.0% | -92.1% | 0.0% |
| All | +81.9% | +176.0% | -94.1% | 0.0% |
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