+18.2%
XYZ vs SITM
+4,437.5%
-4,419.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | -3.7% | +3.7% | -7.4% | -4.9% |
| 30D | +0.5% | -14.5% | +15.0% | +4.9% |
| 3M | +16.3% | -10.6% | +26.8% | +14.4% |
| 6M | +21.1% | +65.5% | -44.4% | -7.2% |
| YTD | +22.0% | +67.0% | -45.0% | -9.9% |
| 1Y | +5.2% | +138.6% | -133.5% | -34.2% |
| 3Y | +49.6% | +421.8% | -372.2% | -41.4% |
| 5Y | -68.4% | +172.4% | -240.9% | -85.5% |
| All | +18.2% | +4,437.5% | -4,419.3% | -73.3% |
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