+10.9%
FE vs SITM
+140.0%
-129.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | -0.2% | +3.7% | -3.9% | -0.1% |
| 30D | -1.2% | -14.5% | +13.3% | -1.4% |
| 3M | +1.7% | -10.6% | +12.2% | +1.7% |
| 6M | -7.5% | +65.5% | -73.0% | -7.6% |
| YTD | +6.3% | +67.0% | -60.7% | +6.2% |
| 1Y | +10.9% | +138.6% | -127.8% | +12.2% |
| All | +10.9% | +140.0% | -129.2% | +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