+89.7%
SITM vs ARWR
-36.3%
+126.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.1% |
| 7D | +17.2% | -19.9% | +37.1% | +25.8% |
| 30D | -17.1% | -18.7% | +1.6% | -11.6% |
| 3M | -29.2% | -44.7% | +15.5% | -13.7% |
| 6M | -47.6% | -36.5% | -11.1% | -40.0% |
| YTD | +33.8% | -25.7% | +59.4% | +42.9% |
| 1Y | +54.1% | +18.9% | +35.2% | +36.1% |
| 3Y | +337.6% | +83.1% | +254.5% | +172.4% |
| 5Y | +89.7% | -34.9% | +124.6% | +90.5% |
| All | +89.7% | -36.3% | +126.0% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling