-61.6%
XYZ vs SITM
+63.2%
-124.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.6% | -6.0% | +0.6% |
| 7D | +14.9% | +9.4% | +5.5% | +10.2% |
| 30D | +14.7% | -25.4% | +40.0% | +23.0% |
| 3M | +12.1% | -37.0% | +49.1% | +25.0% |
| 6M | +18.3% | -45.1% | +63.5% | +31.5% |
| YTD | +36.1% | +29.4% | +6.7% | +2.7% |
| 1Y | +35.3% | +39.8% | -4.5% | -2.1% |
| 3Y | +73.5% | +328.2% | -254.8% | -41.5% |
| 5Y | -61.6% | +87.4% | -149.0% | -83.2% |
| All | -61.6% | +63.2% | -124.9% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling