+120.4%
AS vs SITM
+469.0%
-348.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.5% | -3.0% | +2.4% |
| 7D | -4.9% | +9.7% | -14.6% | -6.5% |
| 30D | -19.6% | +12.7% | -32.3% | -22.2% |
| 3M | -14.4% | -13.4% | -1.0% | -14.1% |
| 6M | -20.1% | +59.6% | -79.7% | -31.7% |
| YTD | -20.9% | +73.3% | -94.2% | -34.5% |
| 1Y | -21.9% | +165.5% | -187.4% | -43.3% |
| All | +120.4% | +469.0% | -348.6% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling