+45.8%
AR vs SITM
+409.8%
-364.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -1.8% | +8.4% | -10.2% | -2.8% |
| 30D | +12.6% | -17.4% | +30.0% | +14.7% |
| 3M | +10.0% | -9.8% | +19.9% | +9.6% |
| 6M | +0.6% | +83.0% | -82.3% | -12.1% |
| YTD | +13.4% | +69.6% | -56.2% | -0.8% |
| 1Y | +21.7% | +144.9% | -123.2% | -2.4% |
| 3Y | +45.8% | +429.9% | -384.0% | -5.6% |
| All | +45.8% | +409.8% | -364.0% | -5.6% |
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