+44.4%
SITM vs NWSA
+18.2%
+26.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.7% | -13.1% | -7.4% |
| 7D | -19.5% | +4.3% | -23.8% | -17.5% |
| 30D | -43.2% | +5.6% | -48.8% | -41.4% |
| 3M | -30.8% | +7.3% | -38.1% | -27.9% |
| 6M | -28.6% | +18.8% | -47.4% | -22.3% |
| YTD | +14.2% | +17.9% | -3.7% | +26.3% |
| 1Y | +44.4% | +19.3% | +25.0% | +60.7% |
| All | +44.4% | +18.2% | +26.1% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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