+176.9%
ALL vs SITM
+4,608.4%
-4,431.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.5% | -7.9% | -1.6% |
| 7D | 0.0% | +9.7% | -9.7% | -0.4% |
| 30D | -1.5% | +12.7% | -14.2% | -2.2% |
| 3M | +23.6% | -13.4% | +37.0% | +23.6% |
| 6M | +22.3% | +59.6% | -37.3% | +17.6% |
| YTD | +26.5% | +73.3% | -46.8% | +20.8% |
| 1Y | +27.0% | +165.5% | -138.5% | +17.7% |
| 3Y | +149.6% | +368.7% | -219.1% | +115.6% |
| 5Y | +118.1% | +172.5% | -54.4% | +85.9% |
| All | +176.9% | +4,608.4% | -4,431.5% | +45.3% |
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