-47.6%
SITM vs M
+28.8%
-76.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.4% |
| 7D | +17.2% | -3.3% | +20.5% | +17.4% |
| 30D | -17.1% | +8.1% | -25.2% | -17.8% |
| 3M | -29.2% | +2.2% | -31.4% | -29.3% |
| 6M | -47.6% | +35.1% | -82.7% | -56.7% |
| All | -47.6% | +28.8% | -76.4% | -56.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling