+96.3%
A vs SITM
+4,507.3%
-4,411.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.5% | -2.4% |
| 7D | -2.1% | +8.4% | -10.4% | -3.1% |
| 30D | +0.6% | -17.4% | +18.0% | +2.9% |
| 3M | +10.9% | -9.8% | +20.7% | +10.6% |
| 6M | +28.2% | +83.0% | -54.8% | +13.3% |
| YTD | +8.6% | +69.6% | -61.0% | -3.9% |
| 1Y | +15.5% | +144.9% | -129.4% | -4.5% |
| 3Y | +31.8% | +429.9% | -398.1% | -10.0% |
| 5Y | -14.9% | +169.2% | -184.0% | -40.7% |
| All | +96.3% | +4,507.3% | -4,411.0% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling