+44.6%
C vs SITM
+140.0%
-95.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | +2.6% | +3.7% | -1.1% | +2.2% |
| 30D | +1.9% | -14.5% | +16.4% | +3.2% |
| 3M | +2.8% | -10.6% | +13.4% | +2.8% |
| 6M | +30.6% | +65.5% | -35.0% | +19.7% |
| YTD | +19.9% | +67.0% | -47.1% | +9.4% |
| 1Y | +44.6% | +138.6% | -94.0% | +27.3% |
| All | +44.6% | +140.0% | -95.4% | +27.3% |
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 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