+185.2%
SITM vs INDA
+5.7%
+179.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.6% | +4.1% |
| 7D | +3.9% | -2.7% | +6.5% | +8.2% |
| 30D | -6.6% | -2.8% | -3.8% | -2.5% |
| 3M | -11.9% | +1.6% | -13.5% | -14.2% |
| 6M | +81.1% | -1.4% | +82.6% | +85.4% |
| YTD | +80.0% | -10.1% | +90.1% | +111.6% |
| 1Y | +145.8% | -8.8% | +154.6% | +177.7% |
| 3Y | +475.9% | +7.6% | +468.3% | +371.5% |
| All | +185.2% | +5.7% | +179.6% | +158.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling