+18.4%
A vs SITM
+174.8%
-156.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.5% | -6.0% | +0.3% |
| 7D | -1.9% | +9.7% | -11.7% | -2.3% |
| 30D | +6.9% | +12.7% | -5.8% | +6.0% |
| 3M | +9.2% | -13.4% | +22.7% | +9.6% |
| 6M | +25.7% | +59.6% | -33.9% | +19.1% |
| YTD | +11.5% | +73.3% | -61.8% | +4.7% |
| 1Y | +18.4% | +165.5% | -147.2% | +7.1% |
| All | +18.4% | +174.8% | -156.4% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling