+228.9%
ARM vs SITM
+269.8%
-41.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +17.4% | -12.7% | -2.7% |
| 7D | -15.2% | -6.7% | -8.5% | -13.0% |
| 30D | -40.7% | -37.3% | -3.4% | -28.0% |
| 3M | -39.1% | -39.4% | +0.3% | -25.6% |
| 6M | -26.4% | -33.1% | +6.7% | -18.1% |
| YTD | +59.7% | +18.0% | +41.7% | +35.6% |
| 1Y | +10.3% | +22.7% | -12.3% | -8.8% |
| 3Y | +228.9% | +283.8% | -54.9% | +38.5% |
| All | +228.9% | +269.8% | -41.0% | +38.5% |
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