+4,608.4%
SITM vs GEN
+150.0%
+4,458.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.2% | +8.7% | +7.6% |
| 7D | +9.7% | -1.2% | +10.9% | +10.3% |
| 30D | +12.7% | +10.1% | +2.6% | +7.1% |
| 3M | -13.4% | +16.1% | -29.5% | -20.9% |
| 6M | +59.6% | +38.9% | +20.8% | +29.6% |
| YTD | +73.3% | +14.4% | +58.9% | +55.4% |
| 1Y | +165.5% | +5.9% | +159.7% | +148.6% |
| 3Y | +368.7% | +58.8% | +309.9% | +249.2% |
| 5Y | +172.5% | +24.7% | +147.8% | +122.0% |
| All | +4,608.4% | +150.0% | +4,458.4% | +4,210.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling