-41.9%
IT vs SITM
+187.3%
-229.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.5% | -0.3% | +4.7% |
| 7D | -3.7% | +3.9% | -7.5% | -4.0% |
| 30D | +0.1% | -6.6% | +6.7% | +0.5% |
| 3M | +20.7% | -11.9% | +32.5% | +20.4% |
| 6M | +12.0% | +81.1% | -69.2% | -0.9% |
| YTD | -28.8% | +80.0% | -108.8% | -37.5% |
| 1Y | -25.5% | +145.8% | -171.4% | -38.6% |
| 3Y | -48.8% | +475.9% | -524.6% | -66.5% |
| All | -41.9% | +187.3% | -229.2% | -61.7% |
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 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