+161.6%
MAR vs SITM
+4,437.5%
-4,275.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -0.5% | +3.7% | -4.2% | -1.0% |
| 30D | -4.7% | -14.5% | +9.8% | -2.8% |
| 3M | -15.6% | -10.6% | -5.0% | -15.9% |
| 6M | +1.2% | +65.5% | -64.3% | -10.3% |
| YTD | +7.5% | +67.0% | -59.5% | -5.9% |
| 1Y | +26.6% | +138.6% | -112.0% | +2.8% |
| 3Y | +66.0% | +421.8% | -355.9% | +8.2% |
| 5Y | +154.1% | +172.4% | -18.3% | +67.8% |
| All | +161.6% | +4,437.5% | -4,275.8% | -8.9% |
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