+44.4%
SITM vs S
+36.5%
+7.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.6% | -11.0% | -9.5% |
| 7D | -19.5% | -8.2% | -11.3% | -19.1% |
| 30D | -43.2% | -7.6% | -35.6% | -43.0% |
| 3M | -30.8% | +12.0% | -42.8% | -30.5% |
| 6M | -28.6% | +50.6% | -79.2% | -30.2% |
| YTD | +14.2% | +56.6% | -42.4% | +12.3% |
| 1Y | +44.4% | +39.2% | +5.1% | +44.8% |
| All | +44.4% | +36.5% | +7.9% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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