+4,532.8%
SITM vs BUD
+7.7%
+4,525.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | +4.8% | -3.2% | +8.0% | +6.6% |
| 30D | -9.7% | -3.7% | -6.0% | -8.2% |
| 3M | -9.3% | -4.4% | -4.9% | -8.3% |
| 6M | +69.5% | +7.7% | +61.8% | +59.5% |
| YTD | +70.5% | +23.1% | +47.5% | +48.3% |
| 1Y | +145.3% | +33.6% | +111.6% | +102.4% |
| 3Y | +432.8% | +44.7% | +388.1% | +301.5% |
| 5Y | +174.0% | +44.9% | +129.1% | +102.5% |
| All | +4,532.8% | +7.7% | +4,525.1% | +4,053.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling