+445.6%
SITM vs CHD
+0.5%
+445.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +1.3% |
| 7D | +4.8% | -4.7% | +9.6% | +1.8% |
| 30D | -9.7% | -8.3% | -1.4% | -14.1% |
| 3M | -9.3% | -4.0% | -5.3% | -10.2% |
| 6M | +69.5% | -6.5% | +76.0% | +67.1% |
| YTD | +70.5% | +13.1% | +57.4% | +85.6% |
| 1Y | +145.3% | +2.3% | +142.9% | +152.3% |
| All | +445.6% | +0.5% | +445.2% | +455.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling