+55.3%
ON vs SITM
+155.7%
-100.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.5% | +3.0% | +6.6% |
| 7D | +2.4% | +3.9% | -1.5% | +1.1% |
| 30D | -8.6% | -6.6% | -2.0% | -6.7% |
| 3M | -34.3% | -11.9% | -22.5% | -32.6% |
| 6M | +28.5% | +81.1% | -52.6% | +1.7% |
| YTD | +40.6% | +80.0% | -39.4% | +10.3% |
| 1Y | +55.3% | +145.8% | -90.5% | +12.1% |
| All | +55.3% | +155.7% | -100.4% | +12.1% |
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