-51.3%
IT vs SITM
+423.6%
-474.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.5% |
| 7D | -12.7% | +4.8% | -17.5% | -12.9% |
| 30D | -8.9% | -9.7% | +0.8% | -8.7% |
| 3M | +10.1% | -9.3% | +19.5% | +9.9% |
| 6M | +7.3% | +69.5% | -62.2% | -0.1% |
| YTD | -32.4% | +70.5% | -102.9% | -37.4% |
| 1Y | -26.6% | +145.3% | -171.9% | -35.6% |
| All | -51.3% | +423.6% | -474.9% | -63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling