+445.6%
SITM vs NWSA
+43.0%
+402.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.7% |
| 7D | +4.8% | -4.8% | +9.6% | +8.6% |
| 30D | -9.7% | +3.0% | -12.7% | -12.1% |
| 3M | -9.3% | +9.3% | -18.6% | -18.4% |
| 6M | +69.5% | +23.2% | +46.3% | +34.2% |
| YTD | +70.5% | +13.3% | +57.2% | +45.1% |
| 1Y | +145.3% | +2.9% | +142.4% | +133.8% |
| All | +445.6% | +43.0% | +402.6% | +248.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling