+6.6%
ON vs SITM
+318.4%
-311.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.5% | +1.9% | -1.6% |
| 7D | +12.2% | +6.6% | +5.6% | +9.7% |
| 30D | -3.1% | -15.3% | +12.2% | +2.1% |
| 3M | -12.9% | -35.4% | +22.5% | +0.5% |
| 6M | -38.6% | -46.8% | +8.2% | -25.4% |
| YTD | +31.2% | +25.9% | +5.4% | +12.5% |
| 1Y | +47.6% | +54.0% | -6.4% | +17.3% |
| 3Y | +6.6% | +315.6% | -309.0% | -48.9% |
| All | +6.6% | +318.4% | -311.7% | -48.9% |
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 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