+165.5%
SITM vs S
+10.1%
+155.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.4% | +6.1% | +6.5% |
| 7D | +9.7% | -7.7% | +17.4% | +10.9% |
| 30D | +12.7% | -5.3% | +18.0% | +13.3% |
| 3M | -13.4% | +20.3% | -33.7% | -16.1% |
| 6M | +59.6% | +47.4% | +12.3% | +47.9% |
| YTD | +73.3% | +32.5% | +40.8% | +65.5% |
| 1Y | +165.5% | +9.5% | +156.0% | +174.1% |
| All | +165.5% | +10.1% | +155.4% | +174.1% |
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