+145.8%
SITM vs BEN
+45.3%
+100.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.6% |
| 7D | +3.9% | -3.1% | +7.0% | +5.9% |
| 30D | -6.6% | +0.2% | -6.8% | -6.6% |
| 3M | -11.9% | +6.8% | -18.7% | -16.1% |
| 6M | +81.1% | +38.1% | +43.0% | +39.1% |
| YTD | +80.0% | +44.3% | +35.6% | +24.4% |
| 1Y | +145.8% | +42.6% | +103.3% | +65.7% |
| All | +145.8% | +45.3% | +100.5% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling