+27.4%
XYZ vs SITM
+3,318.8%
-3,291.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -2.5% |
| 7D | +12.6% | -0.1% | +12.7% | +11.3% |
| 30D | +10.8% | -27.4% | +38.2% | +19.7% |
| 3M | +8.4% | -35.6% | +43.9% | +19.6% |
| 6M | +14.3% | -46.6% | +61.0% | +27.6% |
| YTD | +31.5% | +25.8% | +5.6% | +2.7% |
| 1Y | +28.1% | +38.2% | -10.1% | -4.2% |
| 3Y | +66.2% | +311.5% | -245.4% | -32.4% |
| 5Y | -62.3% | +94.6% | -157.0% | -81.2% |
| All | +27.4% | +3,318.8% | -3,291.4% | -69.6% |
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