-48.8%
SE vs SITM
+47.5%
-96.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -9.4% | +13.8% | +4.3% |
| 7D | +6.7% | -19.5% | +26.2% | +6.4% |
| 30D | -17.2% | -43.2% | +26.0% | -17.7% |
| 3M | -28.0% | -30.8% | +2.8% | -28.3% |
| 6M | -6.1% | -28.6% | +22.5% | -8.8% |
| YTD | -37.1% | +14.2% | -51.3% | -41.8% |
| 1Y | -48.8% | +44.4% | -93.1% | -53.4% |
| All | -48.8% | +47.5% | -96.3% | -53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling