+83.0%
PL vs SITM
+513.5%
-430.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.5% | -7.8% | -3.2% |
| 7D | -9.3% | +9.7% | -19.0% | -11.9% |
| 30D | -18.9% | +12.7% | -31.6% | -22.9% |
| 3M | -58.4% | -13.4% | -45.0% | -57.0% |
| 6M | -30.3% | +59.6% | -89.9% | -42.4% |
| YTD | -8.1% | +73.3% | -81.4% | -27.7% |
| 1Y | +180.5% | +165.5% | +14.9% | +88.2% |
| 3Y | +444.1% | +368.7% | +75.4% | +183.3% |
| 5Y | +83.0% | +172.5% | -89.5% | +1.0% |
| All | +83.0% | +513.5% | -430.5% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling