-45.1%
SITC price history and return analytics
+74.2%
-119.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.0% |
| 7D | -4.1% | -0.1% | -4.0% | -4.0% |
| 30D | -7.0% | -0.7% | -6.3% | -6.5% |
| 3M | -27.5% | +4.0% | -31.5% | -30.1% |
| 6M | -39.4% | +12.3% | -51.7% | -45.6% |
| YTD | -42.9% | +14.0% | -56.9% | -49.6% |
| 1Y | -46.8% | +20.3% | -67.1% | -55.4% |
| All | -45.1% | +74.2% | -119.3% | -70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling