+764.4%
FIX vs SITM
+395.0%
+369.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.5% | -4.6% | -0.1% |
| 7D | +6.0% | +9.7% | -3.7% | +3.0% |
| 30D | -7.2% | +12.7% | -19.9% | -11.9% |
| 3M | -15.9% | -13.4% | -2.4% | -13.8% |
| 6M | +12.7% | +59.6% | -46.9% | -6.1% |
| YTD | +72.8% | +73.3% | -0.5% | +38.9% |
| 1Y | +122.9% | +165.5% | -42.7% | +54.1% |
| All | +764.4% | +395.0% | +369.4% | +390.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling