+4,437.5%
SITM vs BG
+169.8%
+4,267.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +3.7% | +0.5% | +3.2% | +3.3% |
| 30D | -14.5% | +10.3% | -24.8% | -18.4% |
| 3M | -10.6% | -1.9% | -8.7% | -10.6% |
| 6M | +65.5% | +5.2% | +60.3% | +58.8% |
| YTD | +67.0% | +41.2% | +25.9% | +38.3% |
| 1Y | +138.6% | +50.5% | +88.1% | +88.3% |
| 3Y | +421.8% | +19.9% | +401.9% | +347.4% |
| 5Y | +172.4% | +86.7% | +85.7% | +68.0% |
| All | +4,437.5% | +169.8% | +4,267.6% | +1,793.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling