+169.2%
SITM vs ES
-2.9%
+172.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.8% | -2.2% |
| 7D | +8.4% | +1.4% | +7.0% | +8.3% |
| 30D | -17.4% | -1.2% | -16.3% | -17.4% |
| 3M | -9.8% | +5.0% | -14.8% | -10.3% |
| 6M | +83.0% | -2.8% | +85.8% | +83.0% |
| YTD | +69.6% | +8.6% | +61.0% | +67.7% |
| 1Y | +144.9% | +18.9% | +126.0% | +136.6% |
| 3Y | +429.9% | +32.1% | +397.7% | +386.3% |
| 5Y | +169.2% | -5.1% | +174.2% | +176.9% |
| All | +169.2% | -2.9% | +172.0% | +176.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling