+3,802.3%
BE vs SITM
+4,608.4%
-806.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.5% | +0.8% | +4.8% |
| 7D | +20.0% | +9.7% | +10.3% | +15.7% |
| 30D | +7.9% | +12.7% | -4.8% | +0.5% |
| 3M | -13.2% | -13.4% | +0.2% | -9.3% |
| 6M | +53.5% | +59.6% | -6.2% | +23.1% |
| YTD | +191.0% | +73.3% | +117.7% | +121.3% |
| 1Y | +360.5% | +165.5% | +195.0% | +193.0% |
| 3Y | +1,568.0% | +368.7% | +1,199.3% | +650.2% |
| 5Y | +1,055.2% | +172.5% | +882.7% | +456.1% |
| All | +3,802.3% | +4,608.4% | -806.1% | +912.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling