+5.4%
B vs SITM
+47.8%
-42.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.9% | -0.1% |
| 7D | -7.3% | +6.6% | -13.9% | -7.9% |
| 30D | -3.3% | -15.3% | +12.0% | -1.9% |
| 3M | -7.8% | -35.4% | +27.6% | -4.1% |
| 6M | -15.5% | -46.8% | +31.2% | -11.3% |
| YTD | -12.3% | +25.9% | -38.1% | -11.0% |
| 1Y | +5.4% | +54.0% | -48.6% | +6.8% |
| All | +5.4% | +47.8% | -42.4% | +6.8% |
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