+134.4%
RF vs SITM
+3,415.8%
-3,281.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.6% | -7.4% | +0.8% |
| 7D | -0.1% | +9.4% | -9.5% | -1.9% |
| 30D | +7.0% | -25.4% | +32.4% | +10.6% |
| 3M | -7.0% | -37.0% | +30.0% | -2.1% |
| 6M | +6.8% | -45.1% | +51.9% | +12.6% |
| YTD | +9.9% | +29.4% | -19.5% | -1.1% |
| 1Y | +21.1% | +39.8% | -18.7% | +7.2% |
| 3Y | +119.6% | +328.2% | -208.6% | +47.8% |
| 5Y | +46.2% | +87.4% | -41.2% | +3.3% |
| All | +134.4% | +3,415.8% | -3,281.3% | -17.8% |
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