-21.3%
IT vs SITM
+174.8%
-196.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.5% | -11.2% | -4.1% |
| 7D | -6.0% | +9.7% | -15.8% | -5.3% |
| 30D | 0.0% | +12.7% | -12.7% | +1.2% |
| 3M | +13.1% | -13.4% | +26.5% | +14.1% |
| 6M | +11.7% | +59.6% | -47.9% | +11.6% |
| YTD | -26.1% | +73.3% | -99.4% | -26.4% |
| 1Y | -21.3% | +165.5% | -186.8% | -22.6% |
| All | -21.3% | +174.8% | -196.0% | -22.6% |
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