+84.4%
PL vs SITM
+150.1%
-65.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.3% |
| 7D | -7.5% | +8.4% | -15.9% | -9.0% |
| 30D | -25.6% | -17.4% | -8.2% | -23.1% |
| 3M | -45.6% | -9.8% | -35.8% | -45.0% |
| 6M | -29.5% | +83.0% | -112.5% | -31.5% |
| YTD | -9.7% | +69.6% | -79.3% | -12.1% |
| 1Y | +84.4% | +144.9% | -60.5% | +68.6% |
| All | +84.4% | +150.1% | -65.7% | +68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling