+4,532.8%
SITM vs GNRC
+92.4%
+4,440.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +3.7% |
| 7D | +4.8% | -0.7% | +5.6% | +5.3% |
| 30D | -9.7% | -15.8% | +6.1% | +0.5% |
| 3M | -9.3% | -24.0% | +14.7% | +7.3% |
| 6M | +69.5% | -13.8% | +83.3% | +84.8% |
| YTD | +70.5% | +33.2% | +37.3% | +39.3% |
| 1Y | +145.3% | -1.8% | +147.1% | +137.7% |
| 3Y | +432.8% | +57.7% | +375.1% | +271.4% |
| 5Y | +174.0% | -59.7% | +233.8% | +330.4% |
| All | +4,532.8% | +92.4% | +4,440.4% | +2,981.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling