+165.5%
SITM vs INDA
-5.0%
+170.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.6% | +6.6% |
| 7D | +9.7% | +0.7% | +9.0% | +9.1% |
| 30D | +12.7% | -0.8% | +13.5% | +13.4% |
| 3M | -13.4% | +3.9% | -17.4% | -15.6% |
| 6M | +59.6% | -0.7% | +60.3% | +49.3% |
| YTD | +73.3% | -7.7% | +81.0% | +53.3% |
| 1Y | +165.5% | -5.1% | +170.6% | +128.9% |
| All | +165.5% | -5.0% | +170.5% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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