+20.1%
COMP vs SITM
+47.5%
-27.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -9.4% | +17.1% | +8.4% |
| 7D | +9.5% | -19.5% | +29.0% | +11.1% |
| 30D | +8.1% | -43.2% | +51.3% | +12.9% |
| 3M | -16.3% | -30.8% | +14.5% | -14.7% |
| 6M | +42.2% | -28.6% | +70.8% | +41.7% |
| YTD | -5.0% | +14.2% | -19.2% | -12.3% |
| 1Y | +20.1% | +44.4% | -24.3% | +13.1% |
| All | +20.1% | +47.5% | -27.4% | +13.1% |
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