+65.5%
SITM vs INFQ
+26.0%
+39.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.7% |
| 7D | +3.7% | +4.8% | -1.1% | +2.3% |
| 30D | -14.5% | +13.4% | -27.9% | -17.3% |
| 3M | -10.6% | -3.3% | -7.3% | -12.1% |
| 6M | +65.5% | +13.7% | +51.8% | +47.8% |
| All | +65.5% | +26.0% | +39.5% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 6mo: compounded portfolio wealth divided by compounded INFQ 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…
6mo analysis · Full analysis span regression · 6 months rolling