-32.6%
MOD vs SITM
+47.5%
-80.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -9.4% | -12.1% | -17.5% |
| 7D | -31.3% | -19.5% | -11.8% | -24.5% |
| 30D | -46.1% | -43.2% | -2.9% | -32.5% |
| 3M | -51.1% | -30.8% | -20.3% | -44.2% |
| 6M | -62.1% | -28.6% | -33.5% | -58.1% |
| YTD | -26.2% | +14.2% | -40.4% | -32.7% |
| 1Y | -32.6% | +44.4% | -76.9% | -40.2% |
| All | -32.6% | +47.5% | -80.1% | -40.2% |
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