-68.6%
XYZ vs SITM
+168.3%
-236.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.5% |
| 7D | +2.9% | +8.4% | -5.5% | +0.1% |
| 30D | +1.4% | -17.4% | +18.8% | +7.1% |
| 3M | +14.6% | -9.8% | +24.4% | +12.4% |
| 6M | +20.8% | +83.0% | -62.2% | -13.1% |
| YTD | +23.1% | +69.6% | -46.5% | -12.0% |
| 1Y | +5.6% | +144.9% | -139.3% | -37.7% |
| 3Y | +50.9% | +429.9% | -379.0% | -50.1% |
| 5Y | -68.6% | +169.2% | -237.7% | -87.9% |
| All | -68.6% | +168.3% | -236.8% | -87.9% |
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