+132.2%
F vs SITM
+4,608.4%
-4,476.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.1% | +0.4% |
| 7D | +5.3% | +9.7% | -4.4% | +3.7% |
| 30D | +4.6% | +12.7% | -8.1% | +1.4% |
| 3M | -3.7% | -13.4% | +9.8% | -3.4% |
| 6M | +16.8% | +59.6% | -42.8% | +3.2% |
| YTD | +15.3% | +73.3% | -58.0% | -0.5% |
| 1Y | +31.0% | +165.5% | -134.5% | +2.7% |
| 3Y | +45.4% | +368.7% | -323.3% | -6.1% |
| 5Y | +54.7% | +172.5% | -117.8% | +0.8% |
| All | +132.2% | +4,608.4% | -4,476.1% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling