+123.4%
PM vs SITM
+412.8%
-289.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.5% |
| 7D | -1.2% | +3.7% | -4.9% | -1.1% |
| 30D | -0.2% | -14.5% | +14.4% | -0.6% |
| 3M | +4.9% | -10.6% | +15.5% | +5.1% |
| 6M | +9.0% | +65.5% | -56.5% | +10.9% |
| YTD | +17.8% | +67.0% | -49.2% | +20.1% |
| 1Y | +16.8% | +138.6% | -121.8% | +20.7% |
| All | +123.4% | +412.8% | -289.5% | +127.3% |
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