-31.8%
LVS vs SITM
+47.5%
-79.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -9.4% | +15.8% | +6.4% |
| 7D | +13.4% | -19.5% | +32.9% | +13.4% |
| 30D | +12.2% | -43.2% | +55.4% | +12.4% |
| 3M | -10.7% | -30.8% | +20.1% | -10.8% |
| 6M | -19.8% | -28.6% | +8.8% | -20.7% |
| YTD | -35.8% | +14.2% | -50.0% | -37.9% |
| 1Y | -31.8% | +44.4% | -76.2% | -33.2% |
| All | -31.8% | +47.5% | -79.3% | -33.2% |
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