+54.0%
SITM vs GEN
+14.8%
+39.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.4% | -7.9% | -5.0% |
| 7D | +6.6% | +2.0% | +4.6% | +7.1% |
| 30D | -15.3% | +27.7% | -43.0% | -11.3% |
| 3M | -35.4% | +3.3% | -38.6% | -33.6% |
| 6M | -46.8% | +31.8% | -78.6% | -46.4% |
| YTD | +25.9% | +13.5% | +12.4% | +28.7% |
| 1Y | +54.0% | +16.0% | +38.0% | +51.7% |
| All | +54.0% | +14.8% | +39.2% | +51.7% |
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