+15.1%
EW vs SITM
+412.8%
-397.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -5.1% | +3.7% | -8.8% | -5.3% |
| 30D | -6.4% | -14.5% | +8.2% | -5.6% |
| 3M | -1.6% | -10.6% | +9.0% | -1.7% |
| 6M | +2.3% | +65.5% | -63.3% | -4.2% |
| YTD | +1.1% | +67.0% | -65.9% | -5.8% |
| 1Y | +8.0% | +138.6% | -130.6% | -3.4% |
| All | +15.1% | +412.8% | -397.7% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling