+172.4%
SITM vs GEN
+20.0%
+152.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +3.7% | -2.9% | +6.6% | +5.0% |
| 30D | -14.5% | +2.1% | -16.6% | -15.7% |
| 3M | -10.6% | +19.7% | -30.3% | -19.4% |
| 6M | +65.5% | +33.3% | +32.3% | +37.6% |
| YTD | +67.0% | +11.1% | +55.9% | +52.7% |
| 1Y | +138.6% | +3.0% | +135.6% | +128.1% |
| 3Y | +421.8% | +57.9% | +363.9% | +290.3% |
| 5Y | +172.4% | +20.6% | +151.8% | +121.0% |
| All | +172.4% | +20.0% | +152.4% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling