+145.8%
SITM vs GNRC
+0.9%
+144.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.6% | +4.0% |
| 7D | +3.9% | -0.2% | +4.0% | +3.9% |
| 30D | -6.6% | -15.7% | +9.1% | +2.1% |
| 3M | -11.9% | -27.3% | +15.5% | +4.2% |
| 6M | +81.1% | -12.1% | +93.2% | +98.3% |
| YTD | +80.0% | +37.1% | +42.9% | +76.4% |
| 1Y | +145.8% | -0.5% | +146.3% | +155.6% |
| All | +145.8% | +0.9% | +144.9% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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