+185.2%
SITM vs NTR
+45.7%
+139.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +3.9% | -1.3% | +5.1% | +4.3% |
| 30D | -6.6% | +16.8% | -23.4% | -12.2% |
| 3M | -11.9% | +20.7% | -32.6% | -19.0% |
| 6M | +81.1% | +0.5% | +80.6% | +76.3% |
| YTD | +80.0% | +29.2% | +50.8% | +51.9% |
| 1Y | +145.8% | +39.6% | +106.2% | +97.1% |
| 3Y | +475.9% | +37.9% | +438.0% | +353.8% |
| All | +185.2% | +45.7% | +139.5% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling