+434.4%
SITM vs EXR
+21.4%
+413.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.3% |
| 7D | +3.7% | -3.1% | +6.8% | +5.2% |
| 30D | -14.5% | -7.5% | -7.0% | -11.3% |
| 3M | -10.6% | -7.5% | -3.1% | -8.4% |
| 6M | +65.5% | -5.2% | +70.7% | +67.2% |
| YTD | +67.0% | +6.5% | +60.5% | +57.8% |
| 1Y | +138.6% | -2.0% | +140.6% | +134.9% |
| All | +434.4% | +21.4% | +413.0% | +333.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling