+408.4%
P vs SITM
+3,318.8%
-2,910.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.1% |
| 7D | -13.3% | -0.1% | -13.2% | -13.3% |
| 30D | -34.0% | -27.4% | -6.6% | -27.8% |
| 3M | +4.1% | -35.6% | +39.7% | +16.9% |
| 6M | +30.5% | -46.6% | +77.1% | +51.8% |
| YTD | +52.2% | +25.8% | +26.3% | +37.8% |
| 1Y | +10.3% | +38.2% | -28.0% | -3.9% |
| 3Y | +180.9% | +311.5% | -130.7% | +69.1% |
| 5Y | +259.7% | +94.6% | +165.1% | +133.3% |
| All | +408.4% | +3,318.8% | -2,910.5% | +86.9% |
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