+429.9%
SITM vs M
+120.4%
+309.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.2% |
| 7D | +8.4% | +2.4% | +6.0% | +7.5% |
| 30D | -17.4% | -11.6% | -5.8% | -13.7% |
| 3M | -9.8% | +1.6% | -11.5% | -11.2% |
| 6M | +83.0% | +25.2% | +57.8% | +66.2% |
| YTD | +69.6% | +3.8% | +65.8% | +64.0% |
| 1Y | +144.9% | +36.3% | +108.6% | +110.5% |
| 3Y | +429.9% | +116.3% | +313.5% | +233.7% |
| All | +429.9% | +120.4% | +309.4% | +233.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling