+25.9%
XYZ vs SITM
+3,319.5%
-3,293.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.5% | +8.3% | +4.5% |
| 7D | -1.1% | +6.6% | -7.7% | -3.2% |
| 30D | +11.5% | -15.3% | +26.8% | +14.8% |
| 3M | +1.8% | -35.4% | +37.2% | +12.1% |
| 6M | +21.2% | -46.8% | +68.0% | +35.5% |
| YTD | +29.9% | +25.9% | +4.1% | +1.3% |
| 1Y | +35.8% | +54.0% | -18.2% | -2.6% |
| 3Y | +62.6% | +315.6% | -253.0% | -34.2% |
| 5Y | -62.8% | +74.4% | -137.2% | -80.8% |
| All | +25.9% | +3,319.5% | -3,293.6% | -70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling