-1.4%
LOW vs SITM
+47.5%
-48.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -9.4% | +16.9% | +7.3% |
| 7D | +15.6% | -19.5% | +35.2% | +15.4% |
| 30D | +28.6% | -43.2% | +71.8% | +28.8% |
| 3M | +5.8% | -30.8% | +36.7% | +5.7% |
| 6M | +3.8% | -28.6% | +32.4% | +2.2% |
| YTD | -2.8% | +14.2% | -17.0% | -8.0% |
| 1Y | -1.4% | +44.4% | -45.8% | -7.6% |
| All | -1.4% | +47.5% | -48.9% | -7.6% |
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