+13.7%
AR vs SITM
+47.5%
-33.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.4% | +3.1% | -6.4% |
| 7D | -11.1% | -19.5% | +8.4% | -11.6% |
| 30D | +7.9% | -43.2% | +51.1% | +6.4% |
| 3M | +4.9% | -30.8% | +35.7% | +3.9% |
| 6M | -5.3% | -28.6% | +23.3% | -6.0% |
| YTD | +8.6% | +14.2% | -5.6% | +7.9% |
| 1Y | +13.7% | +44.4% | -30.7% | +11.4% |
| All | +13.7% | +47.5% | -33.9% | +11.4% |
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