+28.7%
O vs SITM
+412.8%
-384.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -2.3% | +3.7% | -6.0% | -2.2% |
| 30D | -2.4% | -14.5% | +12.1% | -2.5% |
| 3M | -0.6% | -10.6% | +10.0% | -0.5% |
| 6M | -5.0% | +65.5% | -70.5% | -5.8% |
| YTD | +10.4% | +67.0% | -56.6% | +9.5% |
| 1Y | +6.6% | +138.6% | -132.0% | +5.2% |
| All | +28.7% | +412.8% | -384.1% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling