+4,608.4%
SITM vs M
+96.3%
+4,512.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +4.0% | +5.7% |
| 7D | +9.7% | +4.7% | +5.0% | +8.1% |
| 30D | +12.7% | -9.6% | +22.3% | +16.5% |
| 3M | -13.4% | +0.9% | -14.3% | -14.1% |
| 6M | +59.6% | +22.3% | +37.3% | +47.8% |
| YTD | +73.3% | +6.5% | +66.8% | +66.9% |
| 1Y | +165.5% | +38.8% | +126.8% | +132.2% |
| 3Y | +368.7% | +115.9% | +252.8% | +234.8% |
| 5Y | +172.5% | +28.6% | +143.9% | +128.2% |
| All | +4,608.4% | +96.3% | +4,512.1% | +3,920.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling