+47.1%
AR vs SITM
+342.8%
-295.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +6.4% | +32.5% | -26.1% | +3.1% |
| 30D | +3.1% | -18.8% | +21.9% | +4.9% |
| 3M | +3.3% | -30.9% | +34.1% | +6.2% |
| 6M | +6.6% | -44.5% | +51.0% | +11.2% |
| YTD | +12.3% | +33.2% | -20.9% | 0.0% |
| 1Y | +12.3% | +53.8% | -41.5% | -3.0% |
| All | +47.1% | +342.8% | -295.8% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling