+46.9%
IR vs SITM
+102.3%
-55.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.3% | -7.2% | -1.9% |
| 7D | +1.1% | +17.2% | -16.1% | -1.7% |
| 30D | +7.6% | -17.1% | +24.7% | +9.9% |
| 3M | +0.1% | -29.2% | +29.3% | +4.0% |
| 6M | +14.0% | -47.6% | +61.5% | +22.2% |
| YTD | +7.5% | +33.8% | -26.3% | -4.4% |
| 1Y | +10.1% | +54.1% | -44.0% | -4.8% |
| 3Y | +24.9% | +337.6% | -312.7% | -18.2% |
| 5Y | +46.9% | +89.7% | -42.9% | +0.2% |
| All | +46.9% | +102.3% | -55.4% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling