+40.5%
ALL vs SITM
+47.5%
-7.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.4% | +12.2% | +2.3% |
| 7D | +7.5% | -19.5% | +27.1% | +6.3% |
| 30D | +19.7% | -43.2% | +62.9% | +16.7% |
| 3M | +2.9% | -30.8% | +33.7% | +1.3% |
| 6M | +23.5% | -28.6% | +52.1% | +21.2% |
| YTD | +31.1% | +14.2% | +17.0% | +27.5% |
| 1Y | +40.5% | +44.4% | -3.9% | +36.4% |
| All | +40.5% | +47.5% | -7.1% | +36.4% |
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