+44.4%
SITM vs GEN
+20.2%
+24.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +4.0% | -13.3% | -8.4% |
| 7D | -19.5% | +26.9% | -46.4% | -15.3% |
| 30D | -43.2% | +38.6% | -81.8% | -39.3% |
| 3M | -30.8% | +9.7% | -40.6% | -28.5% |
| 6M | -28.6% | +58.9% | -87.5% | -29.7% |
| YTD | +14.2% | +15.3% | -1.2% | +8.5% |
| 1Y | +44.4% | +21.8% | +22.6% | +38.2% |
| All | +44.4% | +20.2% | +24.2% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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