+66.8%
AA vs SITM
+318.4%
-251.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.8% | -0.5% |
| 7D | +0.5% | +6.6% | -6.1% | -1.0% |
| 30D | -0.6% | -15.3% | +14.7% | +2.3% |
| 3M | -19.7% | -35.4% | +15.7% | -12.9% |
| 6M | -41.6% | -46.8% | +5.2% | -35.0% |
| YTD | -24.6% | +25.9% | -50.5% | -35.9% |
| 1Y | +4.9% | +54.0% | -49.1% | -16.2% |
| 3Y | +66.8% | +315.6% | -248.7% | -8.5% |
| All | +66.8% | +318.4% | -251.5% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling