+140.2%
SITM vs M
+31.3%
+108.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.4% |
| 7D | +3.7% | -4.1% | +7.8% | +4.8% |
| 30D | -14.5% | -13.6% | -0.9% | -11.4% |
| 3M | -10.6% | -2.3% | -8.3% | -10.9% |
| 6M | +65.5% | +21.9% | +43.6% | +55.1% |
| YTD | +67.0% | -0.6% | +67.6% | +64.0% |
| All | +140.2% | +31.3% | +108.9% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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