+33.4%
AG vs SITM
+47.5%
-14.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -9.4% | +18.5% | +10.7% |
| 7D | -2.6% | -19.5% | +16.9% | +0.8% |
| 30D | -12.1% | -43.2% | +31.1% | -3.9% |
| 3M | -6.6% | -30.8% | +24.2% | -2.2% |
| 6M | -20.5% | -28.6% | +8.1% | -16.5% |
| YTD | -7.4% | +14.2% | -21.6% | -7.9% |
| 1Y | +33.4% | +44.4% | -11.0% | +27.9% |
| All | +33.4% | +47.5% | -14.1% | +27.9% |
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