+4,507.3%
SITM vs CHD
+51.2%
+4,456.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -2.0% |
| 7D | +8.4% | -2.9% | +11.3% | +8.5% |
| 30D | -17.4% | -6.2% | -11.2% | -17.1% |
| 3M | -9.8% | +1.6% | -11.4% | -10.3% |
| 6M | +83.0% | -3.5% | +86.5% | +83.3% |
| YTD | +69.6% | +16.2% | +53.4% | +64.8% |
| 1Y | +144.9% | +3.4% | +141.5% | +142.4% |
| 3Y | +429.9% | +4.6% | +425.2% | +398.7% |
| 5Y | +169.2% | +21.1% | +148.0% | +119.8% |
| All | +4,507.3% | +51.2% | +4,456.1% | +3,406.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling