+26.7%
Q vs SITM
+123.2%
-96.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.9% | -0.1% |
| 7D | +0.2% | +9.7% | -9.5% | -2.3% |
| 30D | -11.1% | +12.7% | -23.8% | -15.1% |
| 3M | -22.1% | -13.4% | -8.7% | -20.0% |
| 6M | +0.5% | +59.6% | -59.1% | -14.7% |
| YTD | +47.8% | +73.3% | -25.5% | +24.0% |
| All | +26.7% | +123.2% | -96.4% | +6.2% |
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