+160.9%
UBER vs SITM
+4,507.3%
-4,346.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.3% | -3.0% |
| 7D | -2.8% | +8.4% | -11.2% | -4.5% |
| 30D | -2.5% | -17.4% | +14.9% | +0.8% |
| 3M | +4.4% | -9.8% | +14.2% | +3.6% |
| 6M | -2.7% | +83.0% | -85.6% | -20.7% |
| YTD | -10.5% | +69.6% | -80.1% | -26.7% |
| 1Y | -22.5% | +144.9% | -167.4% | -43.1% |
| 3Y | +54.8% | +429.9% | -375.1% | -18.1% |
| 5Y | +82.5% | +169.2% | -86.7% | +3.1% |
| All | +160.9% | +4,507.3% | -4,346.4% | -33.5% |
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