+169.2%
SITM vs M
+24.8%
+144.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.0% |
| 7D | +8.4% | +2.4% | +6.0% | +7.3% |
| 30D | -17.4% | -11.6% | -5.8% | -12.8% |
| 3M | -9.8% | +1.6% | -11.5% | -11.4% |
| 6M | +83.0% | +25.2% | +57.8% | +62.6% |
| YTD | +69.6% | +3.8% | +65.8% | +62.6% |
| 1Y | +144.9% | +36.3% | +108.6% | +104.5% |
| 3Y | +429.9% | +116.3% | +313.5% | +214.5% |
| 5Y | +169.2% | +28.2% | +141.0% | +138.1% |
| All | +169.2% | +24.8% | +144.3% | +138.1% |
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