+44.4%
SITM vs EL
+25.6%
+18.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +6.3% | -15.7% | -8.2% |
| 7D | -19.5% | +2.5% | -22.0% | -19.0% |
| 30D | -43.2% | +20.1% | -63.3% | -41.3% |
| 3M | -30.8% | +29.3% | -60.1% | -27.1% |
| 6M | -28.6% | +38.8% | -67.3% | -24.2% |
| YTD | +14.2% | +8.1% | +6.1% | +3.6% |
| 1Y | +44.4% | +22.3% | +22.0% | +31.1% |
| All | +44.4% | +25.6% | +18.8% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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