+51.3%
GEV vs SITM
+155.7%
-104.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.9% | +2.5% |
| 7D | +1.6% | +3.9% | -2.2% | +0.8% |
| 30D | -7.9% | -6.6% | -1.4% | -6.8% |
| 3M | +5.6% | -11.9% | +17.5% | +6.7% |
| 6M | +13.1% | +81.1% | -68.1% | -5.2% |
| YTD | +46.7% | +80.0% | -33.2% | +22.2% |
| 1Y | +51.3% | +145.8% | -94.5% | +21.3% |
| All | +51.3% | +155.7% | -104.4% | +21.3% |
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