+49.6%
ON vs SITM
+176.0%
-126.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -2.0% |
| 7D | -4.7% | +4.8% | -9.6% | -6.6% |
| 30D | -13.5% | -9.7% | -3.8% | -10.2% |
| 3M | -36.3% | -9.3% | -27.0% | -35.4% |
| 6M | +17.8% | +69.5% | -51.8% | -10.7% |
| YTD | +29.6% | +70.5% | -40.9% | -3.8% |
| 1Y | +45.8% | +145.3% | -99.5% | -9.8% |
| 3Y | -28.3% | +432.8% | -461.1% | -73.5% |
| 5Y | +49.6% | +174.0% | -124.4% | -37.7% |
| All | +49.6% | +176.0% | -126.4% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling