-46.8%
SITM vs BUD
+6.3%
-53.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.7% | -4.1% |
| 7D | +6.6% | +1.0% | +5.6% | +8.0% |
| 30D | -15.3% | +6.7% | -22.0% | -7.7% |
| 3M | -35.4% | +5.7% | -41.1% | -29.9% |
| 6M | -46.8% | +5.8% | -52.6% | -42.5% |
| All | -46.8% | +6.3% | -53.1% | -42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling