+185.2%
SITM vs BR
+8.0%
+177.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.7% |
| 7D | +3.9% | -3.0% | +6.8% | +5.6% |
| 30D | -6.6% | -0.3% | -6.3% | -7.3% |
| 3M | -11.9% | +17.3% | -29.2% | -22.7% |
| 6M | +81.1% | -6.7% | +87.8% | +86.0% |
| YTD | +80.0% | -23.4% | +103.4% | +116.4% |
| 1Y | +145.8% | -32.7% | +178.5% | +232.8% |
| 3Y | +475.9% | -5.9% | +481.8% | +435.4% |
| All | +185.2% | +8.0% | +177.2% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling