+145.3%
SITM vs FDS
-28.0%
+173.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.8% | +7.9% | -0.5% |
| 7D | +4.8% | -16.0% | +20.8% | -2.8% |
| 30D | -9.7% | -6.7% | -3.0% | -11.7% |
| 3M | -9.3% | +6.0% | -15.3% | -5.2% |
| 6M | +69.5% | +25.1% | +44.4% | +84.2% |
| YTD | +70.5% | -8.1% | +78.7% | +64.1% |
| 1Y | +145.3% | -26.0% | +171.3% | +112.7% |
| All | +145.3% | -28.0% | +173.2% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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