+162.6%
PM vs SITM
+73.6%
+89.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +1.1% |
| 7D | +0.5% | +6.6% | -6.1% | +0.6% |
| 30D | -3.2% | -15.3% | +12.1% | -3.3% |
| 3M | +6.2% | -35.4% | +41.6% | +5.9% |
| 6M | +7.7% | -46.8% | +54.5% | +7.6% |
| YTD | +27.3% | +25.9% | +1.4% | +27.0% |
| 1Y | +32.8% | +54.0% | -21.2% | +32.6% |
| 3Y | +150.0% | +315.6% | -165.6% | +142.9% |
| All | +162.6% | +73.6% | +89.0% | +150.4% |
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 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