+17.5%
P vs SITM
+47.5%
-30.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -9.4% | +4.4% | -2.2% |
| 7D | -19.4% | -19.5% | +0.2% | -14.0% |
| 30D | -22.3% | -43.2% | +20.9% | -9.5% |
| 3M | +33.2% | -30.8% | +64.0% | +45.6% |
| 6M | +53.6% | -28.6% | +82.2% | +69.3% |
| YTD | +66.8% | +14.2% | +52.6% | +75.6% |
| 1Y | +17.5% | +44.4% | -26.9% | +32.1% |
| All | +17.5% | +47.5% | -30.0% | +32.1% |
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