+1,548.5%
NET vs SITM
+4,608.4%
-3,059.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.5% | -8.5% | -4.2% |
| 7D | -7.0% | +9.7% | -16.7% | -10.0% |
| 30D | -4.8% | +12.7% | -17.5% | -10.7% |
| 3M | +3.8% | -13.4% | +17.2% | +4.2% |
| 6M | +50.0% | +59.6% | -9.6% | +15.1% |
| YTD | +41.5% | +73.3% | -31.8% | +3.3% |
| 1Y | +32.8% | +165.5% | -132.7% | -19.7% |
| 3Y | +335.9% | +368.7% | -32.8% | +81.5% |
| 5Y | +113.8% | +172.5% | -58.7% | +1.8% |
| All | +1,548.5% | +4,608.4% | -3,059.9% | +366.4% |
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 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