+185.2%
SITM vs MDY
+46.3%
+139.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +3.8% |
| 7D | +3.9% | -1.9% | +5.7% | +8.3% |
| 30D | -6.6% | -4.6% | -1.9% | +4.4% |
| 3M | -11.9% | -1.2% | -10.6% | -7.8% |
| 6M | +81.1% | +9.2% | +71.9% | +55.0% |
| YTD | +80.0% | +13.1% | +66.9% | +43.1% |
| 1Y | +145.8% | +13.0% | +132.8% | +97.8% |
| 3Y | +475.9% | +49.2% | +426.7% | +176.4% |
| All | +185.2% | +46.3% | +139.0% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling