+31.4%
HYG vs SITM
+4,789.7%
-4,758.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.6% | -0.3% |
| 7D | -0.7% | +3.9% | -4.6% | -0.9% |
| 30D | -0.7% | -6.6% | +5.9% | -0.5% |
| 3M | -0.2% | -11.9% | +11.7% | -0.1% |
| 6M | +1.4% | +81.1% | -79.7% | -2.4% |
| YTD | +1.5% | +80.0% | -78.5% | -2.6% |
| 1Y | +2.9% | +145.8% | -142.9% | -3.1% |
| 3Y | +25.6% | +475.9% | -450.2% | +10.2% |
| 5Y | +18.6% | +189.2% | -170.7% | +4.2% |
| All | +31.4% | +4,789.7% | -4,758.3% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling