+32.0%
Q vs SITM
+115.1%
-83.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.2% |
| 7D | +6.6% | +3.7% | +2.9% | +5.5% |
| 30D | -6.6% | -14.5% | +7.9% | -2.8% |
| 3M | -13.2% | -10.6% | -2.7% | -11.4% |
| 6M | +9.9% | +65.5% | -55.6% | -6.7% |
| YTD | +53.9% | +67.0% | -13.1% | +30.4% |
| All | +32.0% | +115.1% | -83.1% | +11.7% |
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