+53.8%
SITM vs DOC
+20.8%
+33.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.6% |
| 7D | +32.5% | 0.0% | +32.5% | +32.5% |
| 30D | -18.8% | +6.6% | -25.4% | -17.9% |
| 3M | -30.9% | -1.1% | -29.7% | -30.2% |
| 6M | -44.5% | +4.8% | -49.3% | -45.7% |
| YTD | +33.2% | +32.1% | +1.2% | +35.0% |
| 1Y | +53.8% | +21.9% | +32.0% | +46.4% |
| All | +53.8% | +20.8% | +33.1% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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