+202.6%
NDAQ vs SITM
+4,608.4%
-4,405.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.5% | -8.4% | -2.5% |
| 7D | -2.4% | +9.7% | -12.2% | -3.4% |
| 30D | +2.5% | +12.7% | -10.2% | +0.7% |
| 3M | +9.9% | -13.4% | +23.3% | +10.0% |
| 6M | +9.4% | +59.6% | -50.2% | +1.1% |
| YTD | +0.4% | +73.3% | -72.9% | -8.6% |
| 1Y | +4.0% | +165.5% | -161.5% | -10.8% |
| 3Y | +94.4% | +368.7% | -274.3% | +47.0% |
| 5Y | +56.7% | +172.5% | -115.8% | +17.8% |
| All | +202.6% | +4,608.4% | -4,405.8% | +52.5% |
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