+396.1%
P vs SITM
+4,608.4%
-4,212.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.5% | -5.2% | -0.4% |
| 7D | +6.5% | +9.7% | -3.2% | +3.9% |
| 30D | +18.8% | +12.7% | +6.1% | +13.6% |
| 3M | +26.7% | -13.4% | +40.2% | +29.5% |
| 6M | +62.2% | +59.6% | +2.6% | +38.5% |
| YTD | +48.5% | +73.3% | -24.8% | +23.1% |
| 1Y | +26.4% | +165.5% | -139.2% | -9.2% |
| 3Y | +159.4% | +368.7% | -209.3% | +49.2% |
| 5Y | +275.8% | +172.5% | +103.3% | +120.2% |
| All | +396.1% | +4,608.4% | -4,212.3% | +67.0% |
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