+185.2%
SITM vs MTB
+104.1%
+81.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.3% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | -6.6% | -4.8% | -1.8% | -3.4% |
| 3M | -11.9% | +6.0% | -17.8% | -15.7% |
| 6M | +81.1% | +19.6% | +61.5% | +59.5% |
| YTD | +80.0% | +21.5% | +58.5% | +56.7% |
| 1Y | +145.8% | +24.7% | +121.1% | +110.6% |
| 3Y | +475.9% | +108.6% | +367.3% | +261.9% |
| All | +185.2% | +104.1% | +81.1% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling