+22.2%
A vs SITM
+47.5%
-25.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.4% | +10.3% | +1.4% |
| 7D | -2.4% | -19.5% | +17.2% | -1.5% |
| 30D | +3.6% | -43.2% | +46.8% | +5.8% |
| 3M | +27.5% | -30.8% | +58.3% | +28.7% |
| 6M | +58.5% | -28.6% | +87.1% | +57.9% |
| YTD | +31.2% | +14.2% | +17.0% | +25.8% |
| 1Y | +22.2% | +44.4% | -22.2% | +15.0% |
| All | +22.2% | +47.5% | -25.3% | +15.0% |
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