+145.3%
SITM vs BUD
+33.5%
+111.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | +4.8% | -3.2% | +8.0% | +4.5% |
| 30D | -9.7% | -3.7% | -6.0% | -9.9% |
| 3M | -9.3% | -4.4% | -4.9% | -9.8% |
| 6M | +69.5% | +7.7% | +61.8% | +58.4% |
| YTD | +70.5% | +23.1% | +47.5% | +63.0% |
| 1Y | +145.3% | +33.6% | +111.6% | +152.4% |
| All | +145.3% | +33.5% | +111.7% | +152.4% |
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