+165.5%
SITM vs MTB
+23.4%
+142.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.6% |
| 7D | +9.7% | +1.7% | +8.0% | +8.7% |
| 30D | +12.7% | -4.2% | +16.9% | +15.2% |
| 3M | -13.4% | +8.9% | -22.3% | -18.6% |
| 6M | +59.6% | +10.9% | +48.7% | +47.2% |
| YTD | +73.3% | +21.5% | +51.8% | +48.6% |
| 1Y | +165.5% | +21.9% | +143.6% | +129.1% |
| All | +165.5% | +23.4% | +142.2% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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