-16.8%
IR vs SITM
+49.4%
-66.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.3% | +0.8% |
| 7D | -2.8% | +9.7% | -12.5% | -3.4% |
| 30D | -15.1% | +12.7% | -27.8% | -16.2% |
| 3M | +6.1% | -13.4% | +19.5% | +7.1% |
| 6M | -16.8% | +59.6% | -76.4% | -33.4% |
| All | -16.8% | +49.4% | -66.2% | -33.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling