+10.8%
EW vs SITM
+140.9%
-130.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.7% |
| 7D | -3.4% | +4.8% | -8.2% | -3.3% |
| 30D | -7.4% | -9.7% | +2.4% | -7.4% |
| 3M | +0.9% | -9.3% | +10.2% | +0.6% |
| 6M | +1.2% | +69.5% | -68.4% | -2.7% |
| YTD | +1.8% | +70.5% | -68.7% | -2.0% |
| 1Y | +10.8% | +145.3% | -134.4% | +8.1% |
| All | +10.8% | +140.9% | -130.1% | +8.1% |
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