+22.5%
P vs SITM
+140.0%
-117.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.7% |
| 7D | +5.0% | +3.7% | +1.3% | +4.0% |
| 30D | -0.9% | -14.5% | +13.6% | +2.5% |
| 3M | +38.7% | -10.6% | +49.2% | +39.9% |
| 6M | +54.4% | +65.5% | -11.2% | +38.9% |
| YTD | +44.8% | +67.0% | -22.2% | +31.5% |
| 1Y | +22.5% | +138.6% | -116.1% | +3.6% |
| All | +22.5% | +140.0% | -117.5% | +3.6% |
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