+4,789.7%
SITM vs FWONK
+120.9%
+4,668.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.4% | +5.4% |
| 7D | +3.9% | +0.1% | +3.8% | +3.7% |
| 30D | -6.6% | -7.7% | +1.1% | -2.2% |
| 3M | -11.9% | +5.7% | -17.6% | -16.1% |
| 6M | +81.1% | +13.5% | +67.7% | +65.2% |
| YTD | +80.0% | -3.0% | +82.9% | +80.7% |
| 1Y | +145.8% | -6.4% | +152.2% | +152.8% |
| 3Y | +475.9% | +43.8% | +432.1% | +339.0% |
| 5Y | +189.2% | +98.6% | +90.6% | +85.8% |
| All | +4,789.7% | +120.9% | +4,668.8% | +2,368.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling