+97.2%
AR vs SITM
+83.8%
+13.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +6.4% | +32.5% | -26.1% | +1.9% |
| 30D | +3.1% | -18.8% | +21.9% | +5.4% |
| 3M | +3.3% | -30.9% | +34.1% | +7.2% |
| 6M | +6.6% | -44.5% | +51.0% | +12.3% |
| YTD | +12.3% | +33.2% | -20.9% | -1.2% |
| 1Y | +12.3% | +53.8% | -41.5% | -4.3% |
| 3Y | +50.4% | +335.7% | -285.2% | -3.8% |
| All | +97.2% | +83.8% | +13.4% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling