-4.9%
JD vs SITM
+420.7%
-425.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | +0.1% | -1.8% |
| 7D | -0.8% | +8.4% | -9.1% | -1.7% |
| 30D | -16.0% | -17.4% | +1.4% | -14.4% |
| 3M | -3.2% | -9.8% | +6.7% | -3.5% |
| 6M | +6.1% | +83.0% | -76.9% | -6.8% |
| YTD | -0.1% | +69.6% | -69.7% | -12.0% |
| 1Y | -12.7% | +144.9% | -157.6% | -29.1% |
| All | -4.9% | +420.7% | -425.6% | -37.1% |
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