+158.7%
P vs SITM
+409.8%
-251.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.8% | +2.3% |
| 7D | +7.8% | +8.4% | -0.5% | +5.2% |
| 30D | +12.3% | -17.4% | +29.7% | +18.2% |
| 3M | +37.1% | -9.8% | +46.9% | +38.6% |
| 6M | +66.1% | +83.0% | -16.9% | +33.4% |
| YTD | +50.9% | +69.6% | -18.7% | +22.6% |
| 1Y | +27.2% | +144.9% | -117.7% | -11.4% |
| 3Y | +158.7% | +429.9% | -271.2% | +34.6% |
| All | +158.7% | +409.8% | -251.1% | +34.6% |
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 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