+87.3%
PSA vs SITM
+4,507.3%
-4,420.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | -0.4% | +8.4% | -8.8% | -0.9% |
| 30D | -8.2% | -17.4% | +9.3% | -7.2% |
| 3M | -2.1% | -9.8% | +7.7% | -2.3% |
| 6M | -0.2% | +83.0% | -83.2% | -5.4% |
| YTD | +18.5% | +69.6% | -51.1% | +12.4% |
| 1Y | +6.6% | +144.9% | -138.3% | -2.0% |
| 3Y | +24.5% | +429.9% | -405.4% | +3.9% |
| 5Y | +13.6% | +169.2% | -155.6% | -5.1% |
| All | +87.3% | +4,507.3% | -4,420.0% | +20.6% |
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