+13.7%
O vs SITM
+4,608.4%
-4,594.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.5% | -7.3% | -1.2% |
| 7D | -0.7% | +9.7% | -10.5% | -1.4% |
| 30D | -1.9% | +12.7% | -14.6% | -3.0% |
| 3M | +3.8% | -13.4% | +17.3% | +3.9% |
| 6M | -4.7% | +59.6% | -64.4% | -9.8% |
| YTD | +12.5% | +73.3% | -60.8% | +5.4% |
| 1Y | +10.8% | +165.5% | -154.7% | -0.4% |
| 3Y | +28.8% | +368.7% | -339.9% | +3.9% |
| 5Y | +13.2% | +172.5% | -159.3% | -10.1% |
| All | +13.7% | +4,608.4% | -4,594.7% | -49.0% |
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 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