+341.8%
SITM vs ARWR
+85.8%
+256.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.1% |
| 7D | +17.2% | -19.9% | +37.1% | +23.8% |
| 30D | -17.1% | -18.7% | +1.6% | -12.9% |
| 3M | -29.2% | -44.7% | +15.5% | -17.4% |
| 6M | -47.6% | -36.5% | -11.1% | -41.7% |
| YTD | +33.8% | -25.7% | +59.4% | +41.2% |
| 1Y | +54.1% | +18.9% | +35.2% | +41.8% |
| All | +341.8% | +85.8% | +256.0% | +207.1% |
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