+165.5%
SITM vs FIVE
+66.7%
+98.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.1% | +1.4% | +4.6% |
| 7D | +9.7% | +4.3% | +5.5% | +8.0% |
| 30D | +12.7% | +12.5% | +0.2% | +7.5% |
| 3M | -13.4% | +31.2% | -44.7% | -21.4% |
| 6M | +59.6% | +14.4% | +45.3% | +47.8% |
| YTD | +73.3% | +33.9% | +39.4% | +46.3% |
| 1Y | +165.5% | +65.1% | +100.5% | +96.7% |
| All | +165.5% | +66.7% | +98.9% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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