+67.8%
B vs SITM
+174.8%
-107.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.5% | -8.8% | -2.9% |
| 7D | -1.6% | +9.7% | -11.3% | -2.5% |
| 30D | +9.4% | +12.7% | -3.3% | +7.7% |
| 3M | +5.0% | -13.4% | +18.4% | +5.3% |
| 6M | -3.5% | +59.6% | -63.2% | -7.1% |
| YTD | +4.5% | +73.3% | -68.8% | +1.1% |
| 1Y | +67.8% | +165.5% | -97.8% | +60.7% |
| All | +67.8% | +174.8% | -107.0% | +60.7% |
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