+145.3%
SITM vs ES
+12.7%
+132.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +1.0% |
| 7D | +4.8% | -3.5% | +8.3% | +3.0% |
| 30D | -9.7% | -3.0% | -6.7% | -11.0% |
| 3M | -9.3% | -0.3% | -9.1% | -9.6% |
| 6M | +69.5% | -5.2% | +74.7% | +66.0% |
| YTD | +70.5% | +4.8% | +65.7% | +72.5% |
| 1Y | +145.3% | +12.7% | +132.5% | +131.7% |
| All | +145.3% | +12.7% | +132.6% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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