+44.4%
SITM vs EXR
+28.1%
+16.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.1% | -12.4% | -8.9% |
| 7D | -19.5% | +11.3% | -30.8% | -18.6% |
| 30D | -43.2% | +21.2% | -64.4% | -42.5% |
| 3M | -30.8% | +8.7% | -39.6% | -29.7% |
| 6M | -28.6% | +18.2% | -46.8% | -30.6% |
| YTD | +14.2% | +27.9% | -13.8% | +16.1% |
| 1Y | +44.4% | +28.3% | +16.1% | +46.2% |
| All | +44.4% | +28.1% | +16.3% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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