+429.9%
SITM vs S
+13.8%
+416.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.1% | -1.1% |
| 7D | +8.4% | -5.8% | +14.2% | +11.1% |
| 30D | -17.4% | -9.2% | -8.2% | -14.7% |
| 3M | -9.8% | +23.4% | -33.2% | -20.1% |
| 6M | +83.0% | +36.9% | +46.0% | +50.4% |
| YTD | +69.6% | +29.5% | +40.0% | +40.9% |
| 1Y | +144.9% | +5.4% | +139.5% | +126.3% |
| 3Y | +429.9% | +14.7% | +415.2% | +365.1% |
| All | +429.9% | +13.8% | +416.1% | +365.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling