+445.6%
SITM vs EFV
+88.2%
+357.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.7% |
| 7D | +4.8% | -2.0% | +6.8% | +8.9% |
| 30D | -9.7% | -0.2% | -9.5% | -9.4% |
| 3M | -9.3% | +9.1% | -18.5% | -22.7% |
| 6M | +69.5% | +11.7% | +57.8% | +38.4% |
| YTD | +70.5% | +17.0% | +53.5% | +24.9% |
| 1Y | +145.3% | +26.7% | +118.5% | +54.1% |
| All | +445.6% | +88.2% | +357.4% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling