+84.6%
SITM vs GEN
+31.4%
+53.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.6% |
| 7D | +32.5% | -3.0% | +35.5% | +33.7% |
| 30D | -18.8% | +24.7% | -43.5% | -26.1% |
| 3M | -30.9% | +4.1% | -35.0% | -33.6% |
| 6M | -44.5% | +36.0% | -80.5% | -54.7% |
| YTD | +33.2% | +10.9% | +22.4% | +20.1% |
| 1Y | +53.8% | +12.2% | +41.7% | +37.9% |
| 3Y | +335.7% | +63.3% | +272.4% | +217.9% |
| 5Y | +84.6% | +29.0% | +55.6% | +39.5% |
| All | +84.6% | +31.4% | +53.3% | +39.5% |
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