+50.9%
CME vs SITM
+412.8%
-362.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -1.1% | +3.7% | -4.8% | -0.9% |
| 30D | +4.2% | -14.5% | +18.7% | +3.6% |
| 3M | +7.3% | -10.6% | +17.9% | +7.4% |
| 6M | -11.4% | +65.5% | -76.9% | -8.7% |
| YTD | +3.5% | +67.0% | -63.5% | +6.9% |
| 1Y | +8.6% | +138.6% | -130.0% | +14.3% |
| All | +50.9% | +412.8% | -362.0% | +63.5% |
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