+445.6%
SITM vs MDY
+47.3%
+398.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +4.2% |
| 7D | +4.8% | -2.5% | +7.4% | +11.0% |
| 30D | -9.7% | -5.0% | -4.7% | +2.0% |
| 3M | -9.3% | +0.5% | -9.8% | -8.4% |
| 6M | +69.5% | +8.0% | +61.5% | +48.6% |
| YTD | +70.5% | +12.2% | +58.4% | +38.1% |
| 1Y | +145.3% | +14.0% | +131.3% | +94.0% |
| All | +445.6% | +47.3% | +398.4% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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