+360.5%
BE vs SITM
+174.8%
+185.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.5% | +0.8% | +4.6% |
| 7D | +20.0% | +9.7% | +10.3% | +15.4% |
| 30D | +7.9% | +12.7% | -4.8% | 0.0% |
| 3M | -13.2% | -13.4% | +0.2% | -10.0% |
| 6M | +53.5% | +59.6% | -6.2% | +20.8% |
| YTD | +191.0% | +73.3% | +117.7% | +120.2% |
| 1Y | +360.5% | +165.5% | +195.0% | +226.1% |
| All | +360.5% | +174.8% | +185.8% | +226.1% |
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