-6.4%
SITC price history and return analytics
+229.8%
-236.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -1.4% |
| 7D | -1.7% | -1.1% | -0.6% | -0.5% |
| 30D | -5.4% | -1.0% | -4.4% | -4.4% |
| 3M | -26.6% | +3.2% | -29.7% | -29.9% |
| 6M | -37.5% | +12.5% | -50.0% | -46.7% |
| YTD | -42.7% | +14.1% | -56.7% | -52.1% |
| 1Y | -46.4% | +18.9% | -65.3% | -57.5% |
| 3Y | -44.9% | +74.1% | -119.0% | -73.4% |
| 5Y | -38.0% | +66.9% | -104.9% | -68.2% |
| All | -6.4% | +229.8% | -236.2% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling