+153.1%
MAR vs SITM
+176.0%
-23.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.0% |
| 7D | -2.1% | +4.8% | -6.9% | -2.7% |
| 30D | -5.7% | -9.7% | +4.1% | -4.7% |
| 3M | -14.6% | -9.3% | -5.3% | -15.0% |
| 6M | +1.3% | +69.5% | -68.2% | -9.3% |
| YTD | +6.7% | +70.5% | -63.8% | -5.5% |
| 1Y | +26.4% | +145.3% | -118.8% | +4.4% |
| 3Y | +64.7% | +432.8% | -368.1% | +11.3% |
| 5Y | +153.1% | +174.0% | -21.0% | +74.1% |
| All | +153.1% | +176.0% | -23.0% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling