+174.0%
SITM vs CHD
+19.7%
+154.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +1.7% |
| 7D | +4.8% | -4.7% | +9.6% | +3.4% |
| 30D | -9.7% | -8.3% | -1.4% | -11.8% |
| 3M | -9.3% | -4.0% | -5.3% | -9.7% |
| 6M | +69.5% | -6.5% | +76.0% | +68.8% |
| YTD | +70.5% | +13.1% | +57.4% | +75.7% |
| 1Y | +145.3% | +2.3% | +142.9% | +148.5% |
| 3Y | +432.8% | +1.8% | +431.0% | +424.7% |
| 5Y | +174.0% | +20.6% | +153.5% | +182.0% |
| All | +174.0% | +19.7% | +154.4% | +182.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling