+165.5%
SITM vs EFV
+30.7%
+134.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.7% | +6.8% |
| 7D | +9.7% | +1.5% | +8.2% | +7.1% |
| 30D | +12.7% | +1.7% | +11.0% | +9.8% |
| 3M | -13.4% | +8.6% | -22.1% | -23.2% |
| 6M | +59.6% | +11.7% | +47.9% | +32.6% |
| YTD | +73.3% | +19.3% | +54.0% | +19.7% |
| 1Y | +165.5% | +30.2% | +135.3% | +46.6% |
| All | +165.5% | +30.7% | +134.9% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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