+52.3%
GM vs SITM
+174.8%
-122.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.5% | -5.9% | +0.5% |
| 7D | +1.7% | +9.7% | -8.0% | +1.5% |
| 30D | -1.6% | +12.7% | -14.3% | -2.1% |
| 3M | +5.7% | -13.4% | +19.1% | +6.3% |
| 6M | +12.2% | +59.6% | -47.5% | +8.2% |
| YTD | +8.4% | +73.3% | -64.9% | +4.7% |
| 1Y | +52.3% | +165.5% | -113.2% | +48.0% |
| All | +52.3% | +174.8% | -122.5% | +48.0% |
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