+44.4%
SITM vs EFV
+25.8%
+18.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.1% | -12.5% | -13.5% |
| 7D | -19.5% | +2.9% | -22.4% | -23.0% |
| 30D | -43.2% | +3.6% | -46.8% | -46.2% |
| 3M | -30.8% | -0.1% | -30.7% | -30.4% |
| 6M | -28.6% | +9.6% | -38.2% | -37.2% |
| YTD | +14.2% | +17.0% | -2.8% | -16.4% |
| 1Y | +44.4% | +25.7% | +18.7% | -11.2% |
| All | +44.4% | +25.8% | +18.6% | -11.2% |
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