+44.4%
SITM vs NTR
+36.7%
+7.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +4.0% | -13.3% | -7.5% |
| 7D | -19.5% | +4.3% | -23.9% | -17.6% |
| 30D | -43.2% | +2.6% | -45.8% | -42.2% |
| 3M | -30.8% | +8.5% | -39.4% | -27.1% |
| 6M | -28.6% | -3.3% | -25.2% | -27.7% |
| YTD | +14.2% | +19.6% | -5.4% | +12.0% |
| 1Y | +44.4% | +37.6% | +6.8% | +25.8% |
| All | +44.4% | +36.7% | +7.7% | +25.8% |
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