+165.5%
SITM vs BG
+50.1%
+115.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.2% | +7.7% | +6.4% |
| 7D | +9.7% | +2.8% | +6.9% | +10.1% |
| 30D | +12.7% | +12.0% | +0.7% | +14.1% |
| 3M | -13.4% | -7.7% | -5.7% | -14.3% |
| 6M | +59.6% | +4.5% | +55.1% | +61.5% |
| YTD | +73.3% | +35.7% | +37.6% | +83.9% |
| 1Y | +165.5% | +50.1% | +115.5% | +175.1% |
| All | +165.5% | +50.1% | +115.5% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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