+3,535.1%
SITM vs ES
+10.9%
+3,524.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.0% | +6.1% |
| 7D | +17.2% | +0.1% | +17.1% | +17.0% |
| 30D | -17.1% | +6.7% | -23.8% | -18.5% |
| 3M | -29.2% | +0.3% | -29.5% | -29.5% |
| 6M | -47.6% | +7.4% | -55.0% | -49.0% |
| YTD | +33.8% | +8.4% | +25.4% | +29.2% |
| 1Y | +54.1% | +0.6% | +53.5% | +51.0% |
| 3Y | +337.6% | +50.6% | +286.9% | +258.9% |
| 5Y | +89.7% | +4.8% | +84.9% | +79.6% |
| All | +3,535.1% | +10.9% | +3,524.1% | +3,848.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling