+44.4%
SITM vs MKTX
+5.4%
+39.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | 0.0% | -9.3% | -9.3% |
| 7D | -19.5% | +0.5% | -20.0% | -19.6% |
| 30D | -43.2% | +1.0% | -44.2% | -43.3% |
| 3M | -30.8% | +2.5% | -33.3% | -31.3% |
| 6M | -28.6% | +8.0% | -36.6% | -29.7% |
| YTD | +14.2% | -7.3% | +21.5% | +16.2% |
| 1Y | +44.4% | +4.7% | +39.7% | +36.3% |
| All | +44.4% | +5.4% | +39.0% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling