-30.3%
PL vs SITM
+49.4%
-79.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.5% | -7.8% | -2.8% |
| 7D | -9.3% | +9.7% | -19.0% | -11.3% |
| 30D | -18.9% | +12.7% | -31.6% | -21.6% |
| 3M | -58.4% | -13.4% | -45.0% | -57.7% |
| 6M | -30.3% | +59.6% | -89.9% | -21.4% |
| All | -30.3% | +49.4% | -79.7% | -21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling