+4,532.8%
SITM vs MKTX
-56.3%
+4,589.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +4.8% | -0.2% | +5.0% | +4.9% |
| 30D | -9.7% | +0.8% | -10.5% | -10.0% |
| 3M | -9.3% | +41.1% | -50.5% | -22.9% |
| 6M | +69.5% | -9.5% | +79.1% | +74.4% |
| YTD | +70.5% | -8.7% | +79.2% | +73.9% |
| 1Y | +145.3% | -10.0% | +155.2% | +150.1% |
| 3Y | +432.8% | -24.6% | +457.4% | +435.7% |
| 5Y | +174.0% | -60.3% | +234.3% | +292.5% |
| All | +4,532.8% | -56.3% | +4,589.2% | +3,445.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling