+145.8%
SITM vs CHD
+2.3%
+143.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.7% |
| 7D | +3.9% | -4.5% | +8.3% | +0.7% |
| 30D | -6.6% | -6.7% | +0.1% | -10.5% |
| 3M | -11.9% | -2.7% | -9.1% | -12.3% |
| 6M | +81.1% | -4.9% | +86.1% | +81.6% |
| YTD | +80.0% | +13.3% | +66.6% | +90.2% |
| 1Y | +145.8% | +1.0% | +144.8% | +150.9% |
| All | +145.8% | +2.3% | +143.5% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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