+165.5%
SITM vs NTR
+43.1%
+122.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.1% | +5.9% |
| 7D | +9.7% | +8.1% | +1.6% | +13.3% |
| 30D | +12.7% | +18.8% | -6.1% | +21.5% |
| 3M | -13.4% | +16.2% | -29.6% | -7.2% |
| 6M | +59.6% | +9.8% | +49.9% | +66.6% |
| YTD | +73.3% | +30.9% | +42.4% | +78.1% |
| 1Y | +165.5% | +41.8% | +123.8% | +170.2% |
| All | +165.5% | +43.1% | +122.5% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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