+28.1%
XYZ vs SITM
+29.9%
-1.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -3.3% |
| 7D | +12.6% | -0.1% | +12.7% | +12.4% |
| 30D | +10.8% | -27.4% | +38.2% | +11.4% |
| 3M | +8.4% | -35.6% | +43.9% | +9.0% |
| 6M | +14.3% | -46.6% | +61.0% | +16.7% |
| YTD | +31.5% | +25.8% | +5.6% | +25.4% |
| 1Y | +28.1% | +38.2% | -10.1% | +18.1% |
| All | +28.1% | +29.9% | -1.8% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling