+4,437.5%
SITM vs INDA
+52.8%
+4,384.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -0.4% |
| 7D | +3.7% | -2.6% | +6.3% | +7.3% |
| 30D | -14.5% | -2.9% | -11.6% | -11.1% |
| 3M | -10.6% | +2.4% | -12.9% | -13.3% |
| 6M | +65.5% | -2.6% | +68.2% | +72.1% |
| YTD | +67.0% | -10.0% | +77.0% | +91.4% |
| 1Y | +138.6% | -7.7% | +146.3% | +161.6% |
| 3Y | +421.8% | +8.9% | +412.9% | +363.9% |
| 5Y | +172.4% | +6.0% | +166.5% | +163.0% |
| All | +4,437.5% | +52.8% | +4,384.6% | +3,272.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling