+17.0%
AR vs SITM
+155.7%
-138.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.4% | -1.8% |
| 7D | -2.5% | +3.9% | -6.3% | -2.4% |
| 30D | +2.5% | -6.6% | +9.1% | +2.5% |
| 3M | +12.3% | -11.9% | +24.2% | +12.0% |
| 6M | -3.1% | +81.1% | -84.3% | -5.1% |
| YTD | +11.5% | +80.0% | -68.5% | +8.8% |
| 1Y | +17.0% | +145.8% | -128.8% | +14.1% |
| All | +17.0% | +155.7% | -138.7% | +14.1% |
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