+1,896.9%
AR vs SITM
+3,319.5%
-1,422.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +1.0% |
| 7D | +7.4% | +6.6% | +0.7% | +6.0% |
| 30D | +5.8% | -15.3% | +21.1% | +7.8% |
| 3M | +5.2% | -35.4% | +40.6% | +11.2% |
| 6M | +5.4% | -46.8% | +52.2% | +12.8% |
| YTD | +12.4% | +25.9% | -13.4% | -1.8% |
| 1Y | +12.8% | +54.0% | -41.2% | -5.8% |
| 3Y | +47.2% | +315.6% | -268.4% | -9.5% |
| 5Y | +101.1% | +74.4% | +26.7% | +33.3% |
| All | +1,896.9% | +3,319.5% | -1,422.6% | +466.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling