+50.9%
XYZ vs SITM
+409.8%
-358.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.8% |
| 7D | +2.9% | +8.4% | -5.5% | +1.4% |
| 30D | +1.4% | -17.4% | +18.8% | +4.5% |
| 3M | +14.6% | -9.8% | +24.4% | +13.9% |
| 6M | +20.8% | +83.0% | -62.2% | -0.3% |
| YTD | +23.1% | +69.6% | -46.5% | +1.3% |
| 1Y | +5.6% | +144.9% | -139.3% | -23.0% |
| 3Y | +50.9% | +429.9% | -379.0% | -21.1% |
| All | +50.9% | +409.8% | -358.9% | -21.1% |
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