+134.9%
AS vs SITM
+287.5%
-152.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +17.4% | -17.0% | -2.3% |
| 7D | +6.9% | -6.7% | +13.7% | +7.5% |
| 30D | +16.0% | -37.3% | +53.3% | +24.2% |
| 3M | -12.8% | -39.4% | +26.5% | -6.8% |
| 6M | -15.4% | -33.1% | +17.7% | -14.3% |
| YTD | -15.7% | +18.0% | -33.8% | -26.5% |
| 1Y | +6.1% | +22.7% | -16.6% | -8.8% |
| All | +134.9% | +287.5% | -152.7% | +37.6% |
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