+44.4%
SITM vs FLR
+2.5%
+41.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.8% | -8.6% | -9.0% |
| 7D | -19.5% | +1.4% | -20.9% | -19.9% |
| 30D | -43.2% | -5.9% | -37.3% | -41.4% |
| 3M | -30.8% | -7.6% | -23.2% | -28.4% |
| 6M | -28.6% | -9.3% | -19.3% | -27.0% |
| YTD | +14.2% | +20.1% | -6.0% | +9.0% |
| 1Y | +44.4% | +3.0% | +41.4% | +41.7% |
| All | +44.4% | +2.5% | +41.9% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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