+3.5%
COR vs SITM
+47.5%
-44.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -9.4% | +13.3% | +3.7% |
| 7D | +9.1% | -19.5% | +28.7% | +8.7% |
| 30D | +12.4% | -43.2% | +55.6% | +11.3% |
| 3M | +15.8% | -30.8% | +46.6% | +14.9% |
| 6M | +17.1% | -28.6% | +45.7% | +14.4% |
| YTD | +5.4% | +14.2% | -8.7% | -1.3% |
| 1Y | +3.5% | +44.4% | -40.8% | -2.5% |
| All | +3.5% | +47.5% | -44.0% | -2.5% |
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 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