-8.7%
COMP vs SITM
+73.6%
-82.3%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | +3.5% |
| 7D | 0.0% | +6.6% | -6.6% | -2.2% |
| 30D | +16.6% | -15.3% | +31.9% | +21.2% |
| 3M | -23.5% | -35.4% | +11.9% | -14.6% |
| 6M | +25.7% | -46.8% | +72.5% | +43.6% |
| YTD | -3.4% | +25.9% | -29.3% | -24.6% |
| 1Y | +7.6% | +54.0% | -46.4% | -23.3% |
| 3Y | +423.6% | +315.6% | +108.0% | +81.2% |
| All | -8.7% | +73.6% | -82.3% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling