-0.6%
AU vs SITM
+68.9%
-69.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.6% |
| 7D | -7.0% | +4.8% | -11.8% | -7.8% |
| 30D | +7.3% | -9.7% | +17.0% | +8.6% |
| 3M | +33.2% | -9.3% | +42.5% | +31.8% |
| 6M | -0.6% | +69.5% | -70.1% | -27.1% |
| All | -0.6% | +68.9% | -69.6% | -27.1% |
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