+44.4%
SITM vs QSR
+23.8%
+20.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +5.5% | -14.8% | -7.7% |
| 7D | -19.5% | +5.2% | -24.7% | -18.0% |
| 30D | -43.2% | +12.2% | -55.4% | -41.5% |
| 3M | -30.8% | +7.0% | -37.9% | -29.2% |
| 6M | -28.6% | -0.3% | -28.3% | -24.0% |
| YTD | +14.2% | +18.0% | -3.8% | +11.6% |
| 1Y | +44.4% | +22.6% | +21.7% | +28.1% |
| All | +44.4% | +23.8% | +20.6% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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