+46.9%
PM vs SITM
+47.5%
-0.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.4% | +10.9% | +1.1% |
| 7D | +4.3% | -19.5% | +23.8% | +3.3% |
| 30D | +11.5% | -43.2% | +54.7% | +9.0% |
| 3M | +13.0% | -30.8% | +43.9% | +11.5% |
| 6M | +25.9% | -28.6% | +54.5% | +23.8% |
| YTD | +34.0% | +14.2% | +19.8% | +31.1% |
| 1Y | +46.9% | +44.4% | +2.5% | +44.8% |
| All | +46.9% | +47.5% | -0.6% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling