-8.2%
IR vs SITM
+135.9%
-144.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.9% |
| 7D | -1.9% | +3.7% | -5.6% | -2.1% |
| 30D | -15.0% | -14.5% | -0.5% | -14.3% |
| 3M | -0.4% | -10.6% | +10.1% | -0.2% |
| 6M | -15.0% | +65.5% | -80.6% | -22.0% |
| YTD | -7.1% | +67.0% | -74.1% | -14.9% |
| All | -8.2% | +135.9% | -144.2% | -18.6% |
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 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