+200.8%
SE vs SITM
+4,608.4%
-4,407.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.5% | -7.4% | -2.7% |
| 7D | -6.1% | +9.7% | -15.8% | -8.5% |
| 30D | -2.5% | +12.7% | -15.2% | -7.8% |
| 3M | +21.7% | -13.4% | +35.1% | +21.2% |
| 6M | +27.0% | +59.6% | -32.6% | +0.9% |
| YTD | -12.1% | +73.3% | -85.4% | -33.0% |
| 1Y | -40.9% | +165.5% | -206.5% | -61.8% |
| 3Y | +191.0% | +368.7% | -177.7% | +32.6% |
| 5Y | -68.3% | +172.5% | -240.8% | -84.0% |
| All | +200.8% | +4,608.4% | -4,407.6% | -6.3% |
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