+21.3%
AR vs SITM
+174.8%
-153.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.3% | -0.6% |
| 7D | +2.5% | +9.7% | -7.2% | +2.6% |
| 30D | +14.8% | +12.7% | +2.1% | +14.6% |
| 3M | +6.2% | -13.4% | +19.6% | +6.0% |
| 6M | +4.3% | +59.6% | -55.3% | +2.8% |
| YTD | +14.4% | +73.3% | -58.9% | +11.8% |
| 1Y | +21.3% | +165.5% | -144.2% | +22.5% |
| All | +21.3% | +174.8% | -153.4% | +22.5% |
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 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