+429.9%
SITM vs FDS
-30.4%
+460.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.1% | -2.7% |
| 7D | +8.4% | -5.4% | +13.7% | +7.6% |
| 30D | -17.4% | +1.6% | -19.0% | -17.1% |
| 3M | -9.8% | +17.7% | -27.6% | -8.4% |
| 6M | +83.0% | +29.1% | +53.9% | +82.0% |
| YTD | +69.6% | +1.0% | +68.6% | +77.8% |
| 1Y | +144.9% | -21.6% | +166.5% | +190.0% |
| 3Y | +429.9% | -30.1% | +460.0% | +498.5% |
| All | +429.9% | -30.4% | +460.3% | +498.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling