+445.6%
SITM vs RUN
-38.5%
+484.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.4% |
| 7D | +4.8% | -3.4% | +8.2% | +5.4% |
| 30D | -9.7% | -14.0% | +4.2% | -7.6% |
| 3M | -9.3% | -27.5% | +18.2% | -4.8% |
| 6M | +69.5% | -29.0% | +98.5% | +79.0% |
| YTD | +70.5% | -53.1% | +123.6% | +86.0% |
| 1Y | +145.3% | -46.7% | +192.0% | +160.9% |
| All | +445.6% | -38.5% | +484.1% | +337.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling