+4,608.4%
SITM vs EXR
+68.1%
+4,540.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.2% | +7.8% | +7.2% |
| 7D | +9.7% | -2.6% | +12.3% | +11.3% |
| 30D | +12.7% | -7.2% | +19.9% | +17.3% |
| 3M | -13.4% | -3.5% | -9.9% | -13.1% |
| 6M | +59.6% | -5.3% | +64.9% | +62.7% |
| YTD | +73.3% | +9.4% | +64.0% | +61.8% |
| 1Y | +165.5% | +1.3% | +164.2% | +157.3% |
| 3Y | +368.7% | +22.4% | +346.3% | +292.6% |
| 5Y | +172.5% | -12.2% | +184.7% | +175.9% |
| All | +4,608.4% | +68.1% | +4,540.3% | +3,598.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling