+44.4%
SITM vs BUD
+38.4%
+6.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.1% | -12.5% | -8.4% |
| 7D | -19.5% | +3.3% | -22.9% | -18.5% |
| 30D | -43.2% | +11.8% | -55.0% | -42.1% |
| 3M | -30.8% | -1.1% | -29.7% | -29.6% |
| 6M | -28.6% | +14.9% | -43.5% | -31.8% |
| YTD | +14.2% | +32.6% | -18.4% | +2.3% |
| 1Y | +44.4% | +37.2% | +7.2% | +27.9% |
| All | +44.4% | +38.4% | +6.0% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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