+82.3%
PL vs SITM
+170.8%
-88.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.5% | -7.8% | -3.4% |
| 7D | -9.3% | +9.7% | -19.0% | -12.1% |
| 30D | -18.9% | +12.7% | -31.6% | -23.2% |
| 3M | -58.4% | -13.4% | -45.0% | -56.9% |
| 6M | -30.3% | +59.6% | -89.9% | -43.5% |
| YTD | -8.1% | +73.3% | -81.4% | -29.4% |
| 1Y | +180.5% | +165.5% | +14.9% | +80.7% |
| 3Y | +444.1% | +368.7% | +75.4% | +162.4% |
| All | +82.3% | +170.8% | -88.5% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling