+172.4%
SITM vs FDS
-23.5%
+195.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.8% |
| 7D | +3.7% | -8.8% | +12.5% | +5.5% |
| 30D | -14.5% | -1.4% | -13.1% | -14.7% |
| 3M | -10.6% | +13.9% | -24.4% | -15.8% |
| 6M | +65.5% | +27.4% | +38.1% | +44.8% |
| YTD | +67.0% | -2.5% | +69.5% | +66.4% |
| 1Y | +138.6% | -23.8% | +162.4% | +178.3% |
| 3Y | +421.8% | -32.5% | +454.3% | +541.9% |
| 5Y | +172.4% | -23.2% | +195.6% | +331.5% |
| All | +172.4% | -23.5% | +195.9% | +331.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling