+4,532.8%
SITM vs NTR
+107.8%
+4,425.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +3.3% |
| 7D | +4.8% | -2.5% | +7.3% | +6.0% |
| 30D | -9.7% | +17.0% | -26.8% | -16.7% |
| 3M | -9.3% | +22.2% | -31.5% | -19.0% |
| 6M | +69.5% | +5.2% | +64.3% | +59.0% |
| YTD | +70.5% | +29.7% | +40.9% | +39.4% |
| 1Y | +145.3% | +39.4% | +105.9% | +89.9% |
| 3Y | +432.8% | +38.2% | +394.6% | +304.4% |
| 5Y | +174.0% | +47.6% | +126.4% | +84.6% |
| All | +4,532.8% | +107.8% | +4,425.0% | +2,174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling