+50.5%
B vs SITM
+140.9%
-90.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.7% |
| 7D | -5.0% | +4.8% | -9.9% | -5.5% |
| 30D | +8.7% | -9.7% | +18.4% | +9.5% |
| 3M | +17.3% | -9.3% | +26.6% | +17.1% |
| 6M | -5.0% | +69.5% | -74.6% | -8.4% |
| YTD | +1.4% | +70.5% | -69.1% | -1.5% |
| 1Y | +50.5% | +145.3% | -94.7% | +42.9% |
| All | +50.5% | +140.9% | -90.4% | +42.9% |
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