+23.2%
XYZ vs SITM
+4,608.4%
-4,585.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.3% | -2.8% |
| 7D | -1.0% | +9.7% | -10.7% | -3.9% |
| 30D | -1.7% | +12.7% | -14.4% | -8.0% |
| 3M | +16.7% | -13.4% | +30.2% | +16.0% |
| 6M | +26.9% | +59.6% | -32.8% | -2.0% |
| YTD | +27.1% | +73.3% | -46.2% | -7.2% |
| 1Y | +9.3% | +165.5% | -156.3% | -34.2% |
| 3Y | +42.3% | +368.7% | -326.4% | -41.7% |
| 5Y | -69.3% | +172.5% | -241.8% | -85.9% |
| All | +23.2% | +4,608.4% | -4,585.2% | -72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling