-15.8%
F vs SITM
+42.2%
-58.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +17.4% | -18.2% | -3.6% |
| 7D | +1.6% | -6.7% | +8.3% | +2.1% |
| 30D | +2.6% | -37.3% | +40.0% | +9.9% |
| 3M | -8.8% | -39.4% | +30.5% | -2.6% |
| 6M | +4.6% | -33.1% | +37.7% | +6.6% |
| YTD | -1.9% | +18.0% | -19.9% | -12.1% |
| 1Y | -0.8% | +22.7% | -23.5% | -12.3% |
| 3Y | +43.5% | +283.8% | -240.3% | -12.2% |
| All | -15.8% | +42.2% | -58.0% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling