-1.8%
O vs SITM
-48.3%
+46.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | -1.1% |
| 7D | -0.4% | +6.6% | -7.0% | +0.1% |
| 30D | +7.1% | -15.3% | +22.4% | +6.3% |
| 3M | -5.2% | -35.4% | +30.1% | -7.2% |
| 6M | -1.8% | -46.8% | +45.0% | -4.0% |
| All | -1.8% | -48.3% | +46.5% | -4.0% |
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