-21.7%
AS vs SITM
+150.1%
-171.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.7% |
| 7D | -2.6% | +8.4% | -11.0% | -3.0% |
| 30D | -22.1% | -17.4% | -4.7% | -21.5% |
| 3M | -15.3% | -9.8% | -5.5% | -15.1% |
| 6M | -15.6% | +83.0% | -98.5% | -22.8% |
| YTD | -23.2% | +69.6% | -92.8% | -29.5% |
| 1Y | -21.7% | +144.9% | -166.6% | -29.7% |
| All | -21.7% | +150.1% | -171.8% | -29.7% |
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