+185.2%
SITM vs GNRC
-58.7%
+243.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.6% | +3.8% |
| 7D | +3.9% | -0.2% | +4.0% | +3.9% |
| 30D | -6.6% | -15.7% | +9.1% | +3.5% |
| 3M | -11.9% | -27.3% | +15.5% | +6.3% |
| 6M | +81.1% | -12.1% | +93.2% | +95.0% |
| YTD | +80.0% | +37.1% | +42.9% | +46.8% |
| 1Y | +145.8% | -0.5% | +146.3% | +138.1% |
| 3Y | +475.9% | +61.5% | +414.4% | +306.9% |
| All | +185.2% | -58.7% | +243.9% | +328.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling