+134.5%
SITM vs PLTU
+154.0%
-19.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -9.0% | +15.6% | +8.0% |
| 7D | +9.7% | -13.6% | +23.3% | +11.8% |
| 30D | +12.7% | +16.7% | -4.0% | +8.4% |
| 3M | -13.4% | +29.6% | -43.0% | -20.8% |
| 6M | +59.6% | -0.1% | +59.7% | +48.5% |
| YTD | +73.3% | -31.5% | +104.8% | +70.4% |
| 1Y | +165.5% | -19.7% | +185.3% | +140.3% |
| All | +134.5% | +154.0% | -19.5% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 PLTU 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