+572.3%
EQT vs SITM
+4,532.8%
-3,960.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.3% |
| 7D | -1.2% | +4.8% | -6.0% | -1.8% |
| 30D | +1.1% | -9.7% | +10.8% | +2.1% |
| 3M | +4.8% | -9.3% | +14.1% | +4.4% |
| 6M | -10.6% | +69.5% | -80.1% | -19.6% |
| YTD | +3.4% | +70.5% | -67.1% | -7.9% |
| 1Y | +8.7% | +145.3% | -136.6% | -9.4% |
| 3Y | +35.0% | +432.8% | -397.8% | -5.2% |
| 5Y | +204.2% | +174.0% | +30.2% | +116.7% |
| All | +572.3% | +4,532.8% | -3,960.6% | +243.7% |
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