+79.1%
MTUM vs SITM
+187.3%
-108.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.3% | +0.4% |
| 7D | +0.7% | +3.9% | -3.1% | +0.1% |
| 30D | -2.4% | -6.6% | +4.1% | -1.6% |
| 3M | -3.6% | -11.9% | +8.2% | -2.9% |
| 6M | +23.7% | +81.1% | -57.5% | +9.9% |
| YTD | +22.9% | +80.0% | -57.1% | +8.4% |
| 1Y | +21.8% | +145.8% | -124.1% | +0.9% |
| 3Y | +114.4% | +475.9% | -361.4% | +44.9% |
| All | +79.1% | +187.3% | -108.1% | +22.4% |
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