-8.8%
IT vs SITM
+47.5%
-56.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.4% | +10.8% | +0.1% |
| 7D | -5.5% | -19.5% | +14.1% | -7.8% |
| 30D | +10.3% | -43.2% | +53.6% | +3.6% |
| 3M | +11.5% | -30.8% | +42.4% | +7.9% |
| 6M | +40.3% | -28.6% | +68.9% | +35.8% |
| YTD | -17.9% | +14.2% | -32.1% | -18.4% |
| 1Y | -8.8% | +44.4% | -53.2% | -7.7% |
| All | -8.8% | +47.5% | -56.3% | -7.7% |
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