+10.2%
MTUM vs SITM
+47.5%
-37.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.4% | +7.4% | -0.3% |
| 7D | -10.1% | -19.5% | +9.4% | -6.6% |
| 30D | -15.6% | -43.2% | +27.6% | -7.3% |
| 3M | -12.7% | -30.8% | +18.1% | -8.2% |
| 6M | -3.7% | -28.6% | +24.9% | +0.8% |
| YTD | +9.4% | +14.2% | -4.7% | +7.3% |
| 1Y | +10.2% | +44.4% | -34.2% | +7.3% |
| All | +10.2% | +47.5% | -37.3% | +7.3% |
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