+94.6%
SITM vs M
+0.1%
+94.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | -0.1% | +5.0% | -5.1% | -2.8% |
| 30D | -27.4% | +10.6% | -38.1% | -31.5% |
| 3M | -35.6% | +1.6% | -37.2% | -37.1% |
| 6M | -46.6% | +30.8% | -77.5% | -54.5% |
| YTD | +25.8% | +16.9% | +8.9% | +12.1% |
| 1Y | +38.2% | +26.3% | +12.0% | +17.9% |
| 3Y | +311.5% | +158.6% | +152.9% | +112.2% |
| 5Y | +94.6% | +2.1% | +92.5% | +54.1% |
| All | +94.6% | +0.1% | +94.6% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling