+4,532.8%
SITM vs PSLV
+233.2%
+4,299.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.3% | +7.4% | +4.1% |
| 7D | +4.8% | -4.9% | +9.7% | +6.7% |
| 30D | -9.7% | -1.9% | -7.8% | -9.3% |
| 3M | -9.3% | +4.2% | -13.5% | -11.3% |
| 6M | +69.5% | -27.6% | +97.1% | +89.3% |
| YTD | +70.5% | -11.7% | +82.2% | +59.9% |
| 1Y | +145.3% | +49.3% | +95.9% | +71.8% |
| 3Y | +432.8% | +167.1% | +265.7% | +178.2% |
| 5Y | +174.0% | +151.7% | +22.3% | +41.8% |
| All | +4,532.8% | +233.2% | +4,299.7% | +1,509.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling