+4.6%
EXC vs SITM
+135.9%
-131.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | +0.3% | +3.7% | -3.4% | +0.5% |
| 30D | -0.9% | -14.5% | +13.6% | -1.5% |
| 3M | -2.7% | -10.6% | +7.9% | -2.5% |
| 6M | -9.4% | +65.5% | -74.9% | -7.5% |
| YTD | +3.0% | +67.0% | -64.0% | +5.2% |
| All | +4.6% | +135.9% | -131.4% | +8.8% |
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