+4,608.4%
SITM vs FDS
+25.5%
+4,582.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.5% | +10.1% | +8.0% |
| 7D | +9.7% | -1.9% | +11.6% | +10.5% |
| 30D | +12.7% | +9.0% | +3.7% | +7.5% |
| 3M | -13.4% | +18.9% | -32.3% | -23.6% |
| 6M | +59.6% | +35.1% | +24.5% | +26.3% |
| YTD | +73.3% | +5.5% | +67.8% | +57.9% |
| 1Y | +165.5% | -16.8% | +182.4% | +180.4% |
| 3Y | +368.7% | -28.1% | +396.8% | +441.5% |
| 5Y | +172.5% | -17.4% | +189.9% | +182.2% |
| All | +4,608.4% | +25.5% | +4,582.9% | +4,770.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling