+44.4%
SITM vs MNDY
-51.7%
+96.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.4% | -12.8% | -8.5% |
| 7D | -19.5% | -1.0% | -18.5% | -19.6% |
| 30D | -43.2% | +17.1% | -60.3% | -40.8% |
| 3M | -30.8% | +3.2% | -34.0% | -28.8% |
| 6M | -28.6% | +25.2% | -53.8% | -23.7% |
| YTD | +14.2% | -34.4% | +48.6% | +12.0% |
| 1Y | +44.4% | -49.8% | +94.1% | +35.7% |
| All | +44.4% | -51.7% | +96.0% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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