+63.7%
SE vs SITM
+318.4%
-254.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.7% | +1.7% |
| 7D | -0.5% | +6.6% | -7.1% | -1.2% |
| 30D | -20.9% | -15.3% | -5.6% | -20.0% |
| 3M | -38.9% | -35.4% | -3.5% | -36.7% |
| 6M | -19.4% | -46.8% | +27.4% | -15.4% |
| YTD | -40.9% | +25.9% | -66.8% | -47.3% |
| 1Y | -46.2% | +54.0% | -100.2% | -53.8% |
| 3Y | +63.7% | +315.6% | -251.9% | +29.6% |
| All | +63.7% | +318.4% | -254.6% | +29.6% |
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