+130.7%
FIX vs SITM
+150.1%
-19.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.0% |
| 7D | +6.1% | +8.4% | -2.3% | +3.5% |
| 30D | -2.7% | -17.4% | +14.7% | +2.8% |
| 3M | -10.9% | -9.8% | -1.1% | -9.5% |
| 6M | +29.0% | +83.0% | -54.0% | +5.2% |
| YTD | +76.9% | +69.6% | +7.3% | +46.0% |
| 1Y | +130.7% | +144.9% | -14.2% | +80.3% |
| All | +130.7% | +150.1% | -19.4% | +80.3% |
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