+420.2%
SITM vs FIVE
+56.0%
+364.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.6% |
| 3M | -13.4% | +31.2% | -44.7% | -22.1% |
| 6M | +59.6% | +14.4% | +45.3% | +49.0% |
| YTD | +73.3% | +33.9% | +39.4% | +51.5% |
| 1Y | +165.5% | +65.1% | +100.5% | +112.8% |
| All | +420.2% | +56.0% | +364.2% | +179.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling