+44.4%
SITM vs BR
-14.2%
+58.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.0% | -12.4% | -7.1% |
| 7D | -19.5% | +7.0% | -26.5% | -15.1% |
| 30D | -43.2% | +19.0% | -62.2% | -35.3% |
| 3M | -30.8% | +13.1% | -43.9% | -23.2% |
| 6M | -28.6% | +24.6% | -53.2% | -12.8% |
| YTD | +14.2% | -13.6% | +27.8% | +36.6% |
| 1Y | +44.4% | -13.1% | +57.5% | +73.6% |
| All | +44.4% | -14.2% | +58.6% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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