+119.9%
SITM vs CYCU
-99.9%
+219.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.2% | -8.2% | -9.3% |
| 7D | -19.5% | +1.2% | -20.7% | -19.5% |
| 30D | -43.2% | -31.5% | -11.7% | -42.6% |
| 3M | -30.8% | -62.0% | +31.2% | -29.3% |
| 6M | -28.6% | -67.4% | +38.8% | -32.5% |
| YTD | +14.2% | -88.6% | +102.8% | +11.2% |
| 1Y | +44.4% | -88.5% | +132.9% | +38.5% |
| All | +119.9% | -99.9% | +219.8% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 10y: compounded portfolio wealth divided by compounded CYCU 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…
10y analysis · Full analysis span regression · 6 months rolling