+165.5%
SITM vs RUN
-46.2%
+211.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +7.0% | +6.6% |
| 7D | +9.7% | +1.3% | +8.5% | +9.4% |
| 30D | +12.7% | -15.3% | +28.0% | +15.9% |
| 3M | -13.4% | -40.0% | +26.6% | -3.6% |
| 6M | +59.6% | -27.0% | +86.6% | +72.3% |
| YTD | +73.3% | -51.7% | +125.0% | +86.8% |
| 1Y | +165.5% | -45.9% | +211.4% | +197.8% |
| All | +165.5% | -46.2% | +211.7% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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