+18.9%
NET vs SITM
-28.1%
+47.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.4% | +6.8% | -1.6% |
| 7D | -16.4% | -19.5% | +3.2% | -14.7% |
| 30D | -25.8% | -43.2% | +17.4% | -23.1% |
| 3M | -11.5% | -30.8% | +19.3% | -8.9% |
| 6M | +18.9% | -28.6% | +47.5% | +24.8% |
| All | +18.9% | -28.1% | +47.0% | +24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling