+4,507.3%
SITM vs RUN
-34.4%
+4,541.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.9% | -3.2% |
| 7D | +8.4% | +10.2% | -1.8% | +5.5% |
| 30D | -17.4% | -9.6% | -7.8% | -15.3% |
| 3M | -9.8% | -31.5% | +21.7% | -1.1% |
| 6M | +83.0% | -18.7% | +101.7% | +91.9% |
| YTD | +69.6% | -49.9% | +119.5% | +93.0% |
| 1Y | +144.9% | -45.5% | +190.4% | +167.7% |
| 3Y | +429.9% | -34.1% | +464.0% | +280.4% |
| 5Y | +169.2% | -79.4% | +248.6% | +161.3% |
| All | +4,507.3% | -34.4% | +4,541.7% | +4,298.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling