+145.3%
SITM vs GEN
+3.4%
+141.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.2% |
| 7D | +4.8% | -4.3% | +9.2% | +4.5% |
| 30D | -9.7% | +3.8% | -13.5% | -9.4% |
| 3M | -9.3% | +22.3% | -31.6% | -8.6% |
| 6M | +69.5% | +39.0% | +30.6% | +58.5% |
| YTD | +70.5% | +11.9% | +58.6% | +64.0% |
| 1Y | +145.3% | +4.5% | +140.7% | +153.8% |
| All | +145.3% | +3.4% | +141.8% | +153.8% |
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