+15.9%
D vs SITM
+47.8%
-31.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | 0.0% |
| 7D | -1.4% | +6.6% | -8.0% | -1.1% |
| 30D | +7.7% | -15.3% | +23.1% | +7.5% |
| 3M | -0.3% | -35.4% | +35.1% | -1.0% |
| 6M | +10.1% | -46.8% | +56.8% | +9.6% |
| YTD | +19.1% | +25.9% | -6.8% | +19.4% |
| 1Y | +15.9% | +54.0% | -38.1% | +17.9% |
| All | +15.9% | +47.8% | -31.9% | +17.9% |
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