+238.6%
P vs SITM
+42.2%
+196.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +17.4% | -13.9% | -1.8% |
| 7D | -23.8% | -6.7% | -17.1% | -22.1% |
| 30D | -36.6% | -37.3% | +0.7% | -27.0% |
| 3M | +10.9% | -39.4% | +50.2% | +27.9% |
| 6M | +30.0% | -33.1% | +63.1% | +42.4% |
| YTD | +44.4% | +18.0% | +26.3% | +31.9% |
| 1Y | +3.9% | +22.7% | -18.8% | -7.6% |
| 3Y | +176.6% | +283.8% | -107.2% | +59.7% |
| All | +238.6% | +42.2% | +196.4% | +119.1% |
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 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