+4,608.4%
SITM vs EL
-41.7%
+4,650.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.0% | +3.6% | +5.0% |
| 7D | +9.7% | +0.8% | +8.9% | +9.3% |
| 30D | +12.7% | +19.8% | -7.1% | +0.2% |
| 3M | -13.4% | +25.7% | -39.1% | -25.5% |
| 6M | +59.6% | +5.4% | +54.2% | +49.1% |
| YTD | +73.3% | +0.2% | +73.1% | +57.8% |
| 1Y | +165.5% | +20.4% | +145.1% | +111.3% |
| 3Y | +368.7% | -32.1% | +400.8% | +394.0% |
| 5Y | +172.5% | -67.2% | +239.7% | +432.1% |
| All | +4,608.4% | -41.7% | +4,650.1% | +8,130.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling