-15.4%
AS vs SITM
-31.9%
+16.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +17.4% | -17.0% | +0.8% |
| 7D | +6.9% | -6.7% | +13.7% | +6.7% |
| 30D | +16.0% | -37.3% | +53.3% | +15.2% |
| 3M | -12.8% | -39.4% | +26.5% | -13.7% |
| 6M | -15.4% | -33.1% | +17.7% | -14.4% |
| All | -15.4% | -31.9% | +16.6% | -14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling