+10.3%
D vs SITM
+3,519.6%
-3,509.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -3.1% | +32.5% | -35.6% | -3.8% |
| 30D | +8.4% | -18.8% | +27.2% | +8.8% |
| 3M | +0.2% | -30.9% | +31.1% | +1.0% |
| 6M | +9.5% | -44.5% | +53.9% | +10.7% |
| YTD | +18.8% | +33.2% | -14.4% | +16.0% |
| 1Y | +14.7% | +53.8% | -39.1% | +11.3% |
| 3Y | +72.9% | +335.7% | -262.8% | +55.6% |
| 5Y | +13.1% | +84.6% | -71.5% | +3.0% |
| All | +10.3% | +3,519.6% | -3,509.3% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling