+178.7%
B vs SITM
+306.2%
-127.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.8% | -3.3% | -5.8% |
| 7D | +7.1% | -0.1% | +7.2% | +6.8% |
| 30D | -3.3% | -27.4% | +24.1% | -0.6% |
| 3M | -2.5% | -35.6% | +33.0% | +0.9% |
| 6M | -7.2% | -46.6% | +39.4% | -3.0% |
| YTD | -7.4% | +25.8% | -33.2% | -10.9% |
| 1Y | +16.4% | +38.2% | -21.8% | +10.7% |
| 3Y | +178.7% | +311.5% | -132.8% | +123.3% |
| All | +178.7% | +306.2% | -127.5% | +123.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling