+64.9%
ARM vs SITM
+140.9%
-76.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.9% | -4.4% |
| 7D | +4.8% | +4.8% | -0.1% | +3.2% |
| 30D | -5.5% | -9.7% | +4.2% | -2.9% |
| 3M | -17.3% | -9.3% | -8.0% | -16.0% |
| 6M | +110.9% | +69.5% | +41.3% | +77.8% |
| YTD | +132.5% | +70.5% | +62.0% | +93.4% |
| 1Y | +64.9% | +145.3% | -80.4% | +39.2% |
| All | +64.9% | +140.9% | -76.0% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling