+412.7%
P vs SITM
+3,415.8%
-3,003.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.6% | -3.3% | +3.6% |
| 7D | -9.6% | +9.4% | -19.0% | -11.9% |
| 30D | -33.4% | -25.4% | -8.1% | -27.7% |
| 3M | +14.2% | -37.0% | +51.2% | +28.8% |
| 6M | +31.6% | -45.1% | +76.7% | +51.9% |
| YTD | +53.5% | +29.4% | +24.1% | +37.9% |
| 1Y | +14.2% | +39.8% | -25.6% | -0.9% |
| 3Y | +190.5% | +328.2% | -137.7% | +73.1% |
| 5Y | +256.3% | +87.4% | +169.0% | +132.5% |
| All | +412.7% | +3,415.8% | -3,003.1% | +87.0% |
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