-18.4%
SITC price history and return analytics
+57.0%
-75.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.1% |
| 7D | -1.6% | +2.4% | -4.0% | -3.7% |
| 30D | +36.3% | -1.5% | +37.8% | +38.0% |
| 3M | +36.3% | -4.1% | +40.4% | +41.1% |
| 6M | -0.7% | +0.6% | -1.3% | -2.6% |
| YTD | -16.3% | +11.0% | -27.4% | -26.0% |
| 1Y | -9.8% | +13.3% | -23.2% | -22.0% |
| 3Y | -18.5% | +73.4% | -91.9% | -55.6% |
| All | -18.4% | +57.0% | -75.4% | -50.6% |
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