+97.2%
NI vs SITM
+187.3%
-90.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.6% | -0.2% |
| 7D | 0.0% | +3.9% | -3.8% | -0.1% |
| 30D | -1.4% | -6.6% | +5.2% | -1.2% |
| 3M | -10.6% | -11.9% | +1.3% | -10.6% |
| 6M | -9.3% | +81.1% | -90.5% | -11.6% |
| YTD | +1.1% | +80.0% | -78.8% | -1.5% |
| 1Y | +3.4% | +145.8% | -142.5% | -0.6% |
| 3Y | +67.9% | +475.9% | -408.0% | +54.0% |
| All | +97.2% | +187.3% | -90.1% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling