+207.2%
COMP vs SITM
+372.9%
-165.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.5% | -6.0% | -0.9% |
| 7D | +1.4% | +9.7% | -8.4% | -0.7% |
| 30D | -13.3% | +12.7% | -26.0% | -17.0% |
| 3M | +41.1% | -13.4% | +54.5% | +41.5% |
| 6M | +17.2% | +59.6% | -42.4% | -2.6% |
| YTD | +5.2% | +73.3% | -68.1% | -15.6% |
| 1Y | +18.9% | +165.5% | -146.6% | -18.3% |
| All | +207.2% | +372.9% | -165.8% | +35.7% |
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