-44.2%
SE vs SITM
+140.9%
-185.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | -4.8% | +4.8% | -9.6% | -4.8% |
| 30D | -18.1% | -9.7% | -8.4% | -18.0% |
| 3M | +30.6% | -9.3% | +40.0% | +30.8% |
| 6M | +20.8% | +69.5% | -48.7% | +10.6% |
| YTD | -15.6% | +70.5% | -86.1% | -22.8% |
| 1Y | -44.2% | +145.3% | -189.5% | -49.7% |
| All | -44.2% | +140.9% | -185.1% | -49.7% |
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