+22.5%
F vs SITM
+140.0%
-117.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.8% |
| 7D | -4.9% | +3.7% | -8.6% | -5.0% |
| 30D | -2.9% | -14.5% | +11.6% | -2.3% |
| 3M | -9.1% | -10.6% | +1.5% | -8.5% |
| 6M | +12.9% | +65.5% | -52.6% | +7.2% |
| YTD | +6.1% | +67.0% | -60.9% | +0.8% |
| 1Y | +22.5% | +138.6% | -116.1% | +12.2% |
| All | +22.5% | +140.0% | -117.5% | +12.2% |
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