+184.3%
SE vs SITM
+412.8%
-228.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.9% |
| 7D | -3.6% | +3.7% | -7.3% | -4.1% |
| 30D | -5.3% | -14.5% | +9.2% | -3.8% |
| 3M | +28.1% | -10.6% | +38.7% | +27.8% |
| 6M | +20.7% | +65.5% | -44.9% | +6.2% |
| YTD | -14.8% | +67.0% | -81.8% | -25.9% |
| 1Y | -43.6% | +138.6% | -182.2% | -54.7% |
| All | +184.3% | +412.8% | -228.6% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling