+4.3%
O vs SITM
+155.7%
-151.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.7% | 0.0% |
| 7D | -2.9% | +3.9% | -6.7% | -2.8% |
| 30D | -4.5% | -6.6% | +2.1% | -4.6% |
| 3M | -2.6% | -11.9% | +9.2% | -2.4% |
| 6M | -5.6% | +81.1% | -86.8% | -6.8% |
| YTD | +9.3% | +80.0% | -70.7% | +7.9% |
| 1Y | +4.3% | +145.8% | -141.5% | +2.9% |
| All | +4.3% | +155.7% | -151.4% | +2.9% |
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