+474.9%
SITM vs MNDY
-49.8%
+524.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.6% | +4.9% |
| 7D | +3.9% | -4.6% | +8.5% | +5.4% |
| 30D | -6.6% | +1.0% | -7.6% | -8.3% |
| 3M | -11.9% | +9.1% | -21.0% | -17.7% |
| 6M | +81.1% | +14.2% | +66.9% | +61.3% |
| YTD | +80.0% | -41.1% | +121.1% | +99.6% |
| 1Y | +145.8% | -54.7% | +200.6% | +198.8% |
| 3Y | +475.9% | -50.6% | +526.4% | +522.7% |
| 5Y | +189.2% | -76.7% | +265.9% | +221.8% |
| All | +474.9% | -49.8% | +524.8% | +435.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling