+143.7%
AR vs SITM
+164.5%
-20.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -1.2% | +3.7% | -4.9% | -1.8% |
| 30D | +5.5% | -14.5% | +20.0% | +7.5% |
| 3M | +12.9% | -10.6% | +23.4% | +12.4% |
| 6M | +0.1% | +65.5% | -65.5% | -12.4% |
| YTD | +13.5% | +67.0% | -53.5% | -2.0% |
| 1Y | +21.6% | +138.6% | -117.0% | -3.5% |
| 3Y | +46.0% | +421.8% | -375.9% | -7.3% |
| 5Y | +143.7% | +172.4% | -28.7% | +61.9% |
| All | +143.7% | +164.5% | -20.8% | +61.9% |
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