-1.6%
NDAQ vs SITM
+140.9%
-142.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.3% |
| 7D | -6.8% | +4.8% | -11.6% | -6.7% |
| 30D | -3.2% | -9.7% | +6.6% | -3.2% |
| 3M | +6.5% | -9.3% | +15.8% | +6.6% |
| 6M | +5.7% | +69.5% | -63.8% | +3.1% |
| YTD | -4.6% | +70.5% | -75.2% | -7.1% |
| 1Y | -1.6% | +145.3% | -146.8% | -3.0% |
| All | -1.6% | +140.9% | -142.5% | -3.0% |
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