+206.1%
PM vs SITM
+4,608.4%
-4,402.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.5% | -8.5% | -2.1% |
| 7D | -4.9% | +9.7% | -14.6% | -5.1% |
| 30D | -3.4% | +12.7% | -16.1% | -3.8% |
| 3M | +5.2% | -13.4% | +18.6% | +5.2% |
| 6M | +3.7% | +59.6% | -55.9% | +1.6% |
| YTD | +15.8% | +73.3% | -57.5% | +13.0% |
| 1Y | +17.4% | +165.5% | -148.2% | +12.7% |
| 3Y | +116.9% | +368.7% | -251.8% | +97.8% |
| 5Y | +117.3% | +172.5% | -55.2% | +95.4% |
| All | +206.1% | +4,608.4% | -4,402.3% | +89.4% |
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 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