+145.8%
SITM vs RUN
-47.1%
+192.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.4% | +5.7% |
| 7D | +3.9% | -3.7% | +7.6% | +4.7% |
| 30D | -6.6% | -13.0% | +6.4% | -3.8% |
| 3M | -11.9% | -31.8% | +19.9% | -4.2% |
| 6M | +81.1% | -32.2% | +113.4% | +98.2% |
| YTD | +80.0% | -53.5% | +133.5% | +95.9% |
| 1Y | +145.8% | -46.5% | +192.4% | +181.1% |
| All | +145.8% | -47.1% | +192.9% | +181.1% |
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