+44.4%
SITM vs FIVE
+63.3%
-18.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +6.7% | -16.1% | -10.6% |
| 7D | -19.5% | +7.5% | -27.0% | -20.8% |
| 30D | -43.2% | +16.7% | -59.9% | -45.2% |
| 3M | -30.8% | +13.4% | -44.2% | -33.0% |
| 6M | -28.6% | +9.0% | -37.6% | -30.8% |
| YTD | +14.2% | +33.8% | -19.6% | +4.4% |
| 1Y | +44.4% | +61.2% | -16.8% | +32.2% |
| All | +44.4% | +63.3% | -18.9% | +32.2% |
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