+146.5%
RF vs SITM
+4,608.4%
-4,461.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -1.0% |
| 7D | +1.3% | +9.7% | -8.4% | -0.1% |
| 30D | -3.6% | +12.7% | -16.3% | -6.2% |
| 3M | +8.1% | -13.4% | +21.5% | +8.2% |
| 6M | +11.5% | +59.6% | -48.1% | -0.6% |
| YTD | +15.6% | +73.3% | -57.7% | +0.9% |
| 1Y | +15.7% | +165.5% | -149.9% | -7.2% |
| 3Y | +86.9% | +368.7% | -281.8% | +26.2% |
| 5Y | +89.8% | +172.5% | -82.7% | +27.4% |
| All | +146.5% | +4,608.4% | -4,461.9% | -16.1% |
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 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