+57.4%
AA vs SITM
+140.9%
-83.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.1% | -6.9% | -5.1% |
| 7D | -5.4% | +4.8% | -10.2% | -6.1% |
| 30D | -10.7% | -9.7% | -1.0% | -9.5% |
| 3M | -26.2% | -9.3% | -16.8% | -26.2% |
| 6M | -20.9% | +69.5% | -90.5% | -30.2% |
| YTD | -8.6% | +70.5% | -79.2% | -20.4% |
| 1Y | +57.4% | +145.3% | -87.9% | +31.6% |
| All | +57.4% | +140.9% | -83.5% | +31.6% |
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