+129.4%
RF vs SITM
+3,107.0%
-2,977.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +17.4% | -17.8% | -2.8% |
| 7D | -0.9% | -6.7% | +5.8% | -0.4% |
| 30D | +6.0% | -37.3% | +43.4% | +12.4% |
| 3M | -8.9% | -39.4% | +30.5% | -3.6% |
| 6M | +2.3% | -33.1% | +35.5% | +3.8% |
| YTD | +7.6% | +18.0% | -10.5% | -2.0% |
| 1Y | +21.2% | +22.7% | -1.5% | +9.3% |
| 3Y | +108.5% | +283.8% | -175.3% | +42.7% |
| 5Y | +43.2% | +45.0% | -1.8% | +5.2% |
| All | +129.4% | +3,107.0% | -2,977.6% | -18.5% |
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