+73.5%
XYZ vs SITM
+316.6%
-243.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.6% | -6.0% | +2.1% |
| 7D | +14.9% | +9.4% | +5.5% | +12.6% |
| 30D | +14.7% | -25.4% | +40.0% | +19.0% |
| 3M | +12.1% | -37.0% | +49.1% | +18.8% |
| 6M | +18.3% | -45.1% | +63.5% | +26.2% |
| YTD | +36.1% | +29.4% | +6.7% | +16.9% |
| 1Y | +35.3% | +39.8% | -4.5% | +13.3% |
| 3Y | +73.5% | +328.2% | -254.8% | -0.1% |
| All | +73.5% | +316.6% | -243.1% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling