+434.4%
SITM vs ARWR
+173.2%
+261.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.7% |
| 7D | +3.7% | -3.2% | +6.9% | +4.6% |
| 30D | -14.5% | -6.5% | -8.1% | -12.9% |
| 3M | -10.6% | +12.7% | -23.2% | -14.2% |
| 6M | +65.5% | +36.2% | +29.3% | +50.2% |
| YTD | +67.0% | +24.5% | +42.6% | +54.5% |
| 1Y | +138.6% | +198.0% | -59.4% | +71.8% |
| All | +434.4% | +173.2% | +261.2% | +220.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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