+4,507.3%
SITM vs FND
+9.2%
+4,498.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | +0.7% |
| 7D | +8.4% | +0.4% | +8.0% | +8.1% |
| 30D | -17.4% | -23.6% | +6.1% | -3.2% |
| 3M | -9.8% | +4.3% | -14.2% | -16.3% |
| 6M | +83.0% | -20.3% | +103.2% | +99.9% |
| YTD | +69.6% | -21.3% | +90.9% | +82.2% |
| 1Y | +144.9% | -45.4% | +190.3% | +233.0% |
| 3Y | +429.9% | -48.9% | +478.7% | +595.1% |
| 5Y | +169.2% | -61.0% | +230.2% | +316.4% |
| All | +4,507.3% | +9.2% | +4,498.1% | +4,209.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 all: compounded portfolio wealth divided by compounded FND 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…
all analysis · Full analysis span regression · 6 months rolling