+71.5%
SITM vs BUD
+51.6%
+19.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.7% | -5.9% |
| 7D | +6.6% | +1.0% | +5.6% | +6.2% |
| 30D | -15.3% | +6.7% | -22.0% | -18.2% |
| 3M | -35.4% | +5.7% | -41.1% | -37.7% |
| 6M | -46.8% | +5.8% | -52.6% | -49.3% |
| YTD | +25.9% | +34.4% | -8.5% | +5.1% |
| 1Y | +54.0% | +33.3% | +20.7% | +29.0% |
| 3Y | +315.6% | +48.8% | +266.8% | +212.7% |
| All | +71.5% | +51.6% | +19.9% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling