+242.1%
ON vs SITM
+4,507.3%
-4,265.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.6% |
| 7D | -2.2% | +8.4% | -10.5% | -5.1% |
| 30D | -12.4% | -17.4% | +5.0% | -6.4% |
| 3M | -41.2% | -9.8% | -31.4% | -40.2% |
| 6M | +25.0% | +83.0% | -58.0% | -4.9% |
| YTD | +31.3% | +69.6% | -38.3% | +1.1% |
| 1Y | +45.4% | +144.9% | -99.5% | -4.6% |
| 3Y | -27.4% | +429.9% | -457.3% | -68.7% |
| 5Y | +58.5% | +169.2% | -110.7% | -22.1% |
| All | +242.1% | +4,507.3% | -4,265.2% | -27.8% |
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