-17.4%
JD vs SITM
-48.3%
+31.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.1% | +1.3% |
| 7D | -4.1% | +6.6% | -10.7% | -3.9% |
| 30D | +4.6% | -15.3% | +19.9% | +4.2% |
| 3M | -4.7% | -35.4% | +30.6% | -5.8% |
| 6M | -17.4% | -46.8% | +29.4% | -18.8% |
| All | -17.4% | -48.3% | +31.0% | -18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling