-8.8%
EQT vs SITM
+27.0%
-35.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -12.0% | +8.4% | -3.5% |
| 7D | -7.2% | -27.3% | +20.1% | -7.1% |
| 30D | -3.5% | -50.1% | +46.5% | -3.4% |
| 3M | -1.2% | -34.6% | +33.4% | -1.2% |
| 6M | -13.3% | -40.5% | +27.2% | -13.3% |
| YTD | -4.7% | +0.5% | -5.2% | -6.6% |
| 1Y | -8.8% | +27.2% | -36.0% | -12.5% |
| All | -8.8% | +27.0% | -35.8% | -12.5% |
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