+29.4%
NDAQ vs SITM
+47.5%
-18.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.4% | +11.9% | +2.3% |
| 7D | +3.9% | -19.5% | +23.5% | +3.4% |
| 30D | +19.0% | -43.2% | +62.2% | +18.0% |
| 3M | +17.6% | -30.8% | +48.4% | +16.9% |
| 6M | +21.0% | -28.6% | +49.6% | +19.4% |
| YTD | +14.1% | +14.2% | -0.1% | +10.6% |
| 1Y | +29.4% | +44.4% | -14.9% | +24.4% |
| All | +29.4% | +47.5% | -18.1% | +24.4% |
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 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