+55.3%
BE vs SITM
+47.5%
+7.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.4% | +3.0% | -2.1% |
| 7D | -12.1% | -19.5% | +7.4% | -3.0% |
| 30D | -30.1% | -43.2% | +13.1% | -10.6% |
| 3M | -12.1% | -30.8% | +18.7% | +0.7% |
| 6M | -30.6% | -28.6% | -2.0% | -21.3% |
| YTD | +130.6% | +14.2% | +116.5% | +112.5% |
| 1Y | +55.3% | +44.4% | +10.9% | +32.7% |
| All | +55.3% | +47.5% | +7.8% | +32.7% |
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