+93.1%
LOW vs SITM
+4,507.3%
-4,414.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.5% |
| 7D | +0.4% | +8.4% | -8.0% | -0.5% |
| 30D | -10.1% | -17.4% | +7.3% | -8.4% |
| 3M | -2.9% | -9.8% | +7.0% | -3.2% |
| 6M | -19.4% | +83.0% | -102.4% | -27.4% |
| YTD | -15.4% | +69.6% | -85.0% | -23.7% |
| 1Y | -24.9% | +144.9% | -169.8% | -36.2% |
| 3Y | -7.8% | +429.9% | -437.7% | -34.4% |
| 5Y | +8.4% | +169.2% | -160.8% | -22.1% |
| All | +93.1% | +4,507.3% | -4,414.2% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling