-37.8%
SITC price history and return analytics
+63.7%
-101.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.5% |
| 7D | -1.4% | -2.0% | +0.6% | +0.4% |
| 30D | -4.4% | -1.4% | -3.0% | -3.2% |
| 3M | -26.6% | +4.7% | -31.3% | -30.3% |
| 6M | -38.7% | +11.4% | -50.0% | -45.5% |
| YTD | -42.5% | +13.1% | -55.5% | -49.8% |
| 1Y | -45.6% | +19.0% | -64.6% | -55.0% |
| 3Y | -45.6% | +73.9% | -119.6% | -70.3% |
| 5Y | -37.8% | +65.4% | -103.2% | -64.1% |
| All | -37.8% | +63.7% | -101.4% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling