+2.1%
AS vs SITM
+47.5%
-45.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -9.4% | +14.5% | +5.4% |
| 7D | +13.8% | -19.5% | +33.3% | +14.7% |
| 30D | +16.7% | -43.2% | +59.9% | +19.6% |
| 3M | -11.5% | -30.8% | +19.3% | -10.4% |
| 6M | -5.5% | -28.6% | +23.1% | -6.1% |
| YTD | -14.2% | +14.2% | -28.4% | -19.2% |
| 1Y | +2.1% | +44.4% | -42.3% | -0.3% |
| All | +2.1% | +47.5% | -45.4% | -0.3% |
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