+9.9%
IR vs SITM
+51.8%
-41.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +4.3% | +32.5% | -28.3% | +2.0% |
| 30D | +8.1% | -18.8% | +26.9% | +9.2% |
| 3M | +0.7% | -30.9% | +31.6% | +2.5% |
| 6M | +16.6% | -44.5% | +61.1% | +21.3% |
| YTD | +7.8% | +33.2% | -25.4% | -3.2% |
| 1Y | +9.9% | +53.8% | -43.9% | -3.7% |
| All | +9.9% | +51.8% | -41.9% | -3.7% |
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