+27.2%
SITM vs FWONK
+7.3%
+19.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | +7.7% | -19.6% | -14.3% |
| 7D | -27.3% | +15.0% | -42.3% | -31.7% |
| 30D | -50.1% | +11.5% | -61.6% | -52.3% |
| 3M | -34.6% | +10.9% | -45.5% | -37.8% |
| 6M | -40.5% | +21.9% | -62.4% | -48.5% |
| YTD | +0.5% | +8.1% | -7.6% | -4.5% |
| 1Y | +27.2% | +5.0% | +22.2% | +42.0% |
| All | +27.2% | +7.3% | +19.9% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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