+174.0%
SITM vs RUN
-81.3%
+255.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.6% |
| 7D | +4.8% | -3.4% | +8.2% | +5.7% |
| 30D | -9.7% | -14.0% | +4.2% | -6.4% |
| 3M | -9.3% | -27.5% | +18.2% | -2.4% |
| 6M | +69.5% | -29.0% | +98.5% | +83.7% |
| YTD | +70.5% | -53.1% | +123.6% | +95.8% |
| 1Y | +145.3% | -46.7% | +192.0% | +168.4% |
| 3Y | +432.8% | -38.3% | +471.1% | +285.5% |
| 5Y | +174.0% | -80.7% | +254.7% | +182.0% |
| All | +174.0% | -81.3% | +255.3% | +182.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling