+33.2%
Q vs SITM
+72.3%
-39.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.3% | -4.0% | +0.5% |
| 7D | +6.6% | +17.2% | -10.6% | +1.3% |
| 30D | +2.7% | -17.1% | +19.8% | +7.4% |
| 3M | -8.4% | -29.2% | +20.8% | -0.6% |
| 6M | -17.3% | -47.6% | +30.3% | -5.5% |
| YTD | +55.3% | +33.8% | +21.5% | +38.5% |
| 1Y | +31.5% | +54.1% | -22.6% | +16.3% |
| All | +33.2% | +72.3% | -39.2% | +18.6% |
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 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