+429.9%
SITM vs GEN
+57.7%
+372.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.1% |
| 7D | +8.4% | -0.7% | +9.1% | +8.6% |
| 30D | -17.4% | +2.6% | -20.1% | -18.6% |
| 3M | -9.8% | +15.8% | -25.6% | -16.4% |
| 6M | +83.0% | +33.1% | +49.8% | +53.8% |
| YTD | +69.6% | +11.3% | +58.3% | +58.1% |
| 1Y | +144.9% | +1.7% | +143.2% | +142.8% |
| 3Y | +429.9% | +58.1% | +371.7% | +289.1% |
| All | +429.9% | +57.7% | +372.1% | +289.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling