+4,437.5%
SITM vs MDY
+102.7%
+4,334.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.5% | +0.3% |
| 7D | +3.7% | -0.8% | +4.5% | +5.1% |
| 30D | -14.5% | -3.9% | -10.6% | -8.1% |
| 3M | -10.6% | 0.0% | -10.5% | -9.0% |
| 6M | +65.5% | +8.5% | +57.0% | +49.2% |
| YTD | +67.0% | +13.2% | +53.8% | +40.9% |
| 1Y | +138.6% | +15.0% | +123.6% | +98.4% |
| 3Y | +421.8% | +49.6% | +372.2% | +215.1% |
| 5Y | +172.4% | +46.0% | +126.4% | +91.3% |
| All | +4,437.5% | +102.7% | +4,334.7% | +2,577.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling