+420.2%
SITM vs ES
+32.6%
+387.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.6% | +7.1% | +6.4% |
| 7D | +9.7% | +0.3% | +9.4% | +9.8% |
| 30D | +12.7% | -2.0% | +14.7% | +12.4% |
| 3M | -13.4% | +1.7% | -15.1% | -13.1% |
| 6M | +59.6% | -3.5% | +63.2% | +59.3% |
| YTD | +73.3% | +7.9% | +65.4% | +74.7% |
| 1Y | +165.5% | +17.2% | +148.4% | +166.4% |
| All | +420.2% | +32.6% | +387.6% | +372.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling