+37.3%
IR vs SITM
+164.5%
-127.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -1.9% | +3.7% | -5.6% | -2.5% |
| 30D | -15.0% | -14.5% | -0.5% | -13.2% |
| 3M | -0.4% | -10.6% | +10.1% | -0.6% |
| 6M | -15.0% | +65.5% | -80.6% | -25.0% |
| YTD | -7.1% | +67.0% | -74.1% | -18.9% |
| 1Y | -7.5% | +138.6% | -146.1% | -25.4% |
| 3Y | +6.3% | +421.8% | -415.5% | -30.6% |
| 5Y | +37.3% | +172.4% | -135.1% | -11.4% |
| All | +37.3% | +164.5% | -127.2% | -11.4% |
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