+29.7%
Q vs SITM
+119.6%
-89.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.3% |
| 7D | +4.1% | +4.8% | -0.7% | +2.7% |
| 30D | -10.7% | -9.7% | -1.0% | -8.5% |
| 3M | -11.7% | -9.3% | -2.4% | -10.2% |
| 6M | +8.3% | +69.5% | -61.2% | -8.6% |
| YTD | +51.3% | +70.5% | -19.2% | +27.4% |
| All | +29.7% | +119.6% | -89.9% | +9.1% |
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