+4,437.5%
SITM vs BR
+56.3%
+4,381.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | +3.7% | -5.0% | +8.7% | +7.2% |
| 30D | -14.5% | -2.5% | -12.0% | -13.9% |
| 3M | -10.6% | +13.5% | -24.1% | -21.4% |
| 6M | +65.5% | -9.4% | +74.9% | +71.8% |
| YTD | +67.0% | -23.3% | +90.3% | +97.0% |
| 1Y | +138.6% | -31.6% | +170.2% | +211.6% |
| 3Y | +421.8% | -5.1% | +426.9% | +385.4% |
| 5Y | +172.4% | +8.2% | +164.2% | +115.5% |
| All | +4,437.5% | +56.3% | +4,381.2% | +2,370.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling