+1,082.7%
MOD vs SITM
+73.6%
+1,009.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -5.5% | +33.4% | +29.8% |
| 7D | +40.4% | +6.6% | +33.8% | +36.7% |
| 30D | -14.0% | -15.3% | +1.3% | -9.0% |
| 3M | -33.3% | -35.4% | +2.0% | -23.2% |
| 6M | -51.4% | -46.8% | -4.6% | -41.4% |
| YTD | +1.6% | +25.9% | -24.3% | -10.5% |
| 1Y | +5.4% | +54.0% | -48.6% | -13.2% |
| 3Y | +191.0% | +315.6% | -124.6% | +70.4% |
| All | +1,082.7% | +73.6% | +1,009.1% | +593.9% |
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 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