+1,337.6%
MOD vs SITM
+3,107.0%
-1,769.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +17.4% | -11.7% | +1.0% |
| 7D | -25.5% | -6.7% | -18.8% | -24.0% |
| 30D | -49.0% | -37.3% | -11.7% | -42.2% |
| 3M | -49.8% | -39.4% | -10.5% | -42.9% |
| 6M | -64.8% | -33.1% | -31.7% | -61.7% |
| YTD | -27.6% | +18.0% | -45.7% | -32.1% |
| 1Y | -35.2% | +22.7% | -57.9% | -39.8% |
| 3Y | +137.1% | +283.8% | -146.7% | +67.9% |
| 5Y | +760.3% | +45.0% | +715.2% | +542.0% |
| All | +1,337.6% | +3,107.0% | -1,769.4% | +597.2% |
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 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