+520.5%
PL vs SITM
+342.8%
+177.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -2.9% |
| 7D | +22.3% | +32.5% | -10.3% | +11.1% |
| 30D | -8.3% | -18.8% | +10.5% | -2.1% |
| 3M | -43.3% | -30.9% | -12.4% | -36.7% |
| 6M | -65.8% | -44.5% | -21.4% | -59.6% |
| YTD | -29.5% | +33.2% | -62.7% | -40.9% |
| 1Y | +11.7% | +53.8% | -42.1% | -11.7% |
| All | +520.5% | +342.8% | +177.7% | +212.0% |
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 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