+138.6%
SITM vs FIVE
+64.7%
+73.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.4% |
| 7D | +3.7% | +1.7% | +2.0% | +3.0% |
| 30D | -14.5% | +5.0% | -19.5% | -16.6% |
| 3M | -10.6% | +29.5% | -40.1% | -18.7% |
| 6M | +65.5% | +12.4% | +53.1% | +53.3% |
| YTD | +67.0% | +31.2% | +35.8% | +40.1% |
| 1Y | +138.6% | +72.9% | +65.7% | +63.7% |
| All | +138.6% | +64.7% | +73.9% | +63.7% |
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