+455.3%
PL vs SITM
+269.8%
+185.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +17.4% | -7.1% | +4.5% |
| 7D | -6.8% | -6.7% | -0.1% | -4.7% |
| 30D | -29.3% | -37.3% | +8.0% | -17.8% |
| 3M | -44.8% | -39.4% | -5.4% | -35.6% |
| 6M | -68.4% | -33.1% | -35.3% | -65.1% |
| YTD | -36.4% | +18.0% | -54.4% | -44.4% |
| 1Y | +0.7% | +22.7% | -22.0% | -13.7% |
| 3Y | +455.3% | +283.8% | +171.5% | +197.7% |
| All | +455.3% | +269.8% | +185.5% | +197.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling