+165.5%
SITM vs PSLV
+57.1%
+108.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.2% | +7.7% | +6.8% |
| 7D | +9.7% | -0.6% | +10.4% | +9.8% |
| 30D | +12.7% | +7.3% | +5.4% | +11.3% |
| 3M | -13.4% | -7.4% | -6.0% | -12.8% |
| 6M | +59.6% | -20.3% | +79.9% | +61.2% |
| YTD | +73.3% | -8.2% | +81.5% | +65.0% |
| 1Y | +165.5% | +57.9% | +107.6% | +121.8% |
| All | +165.5% | +57.1% | +108.4% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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