+169.2%
SITM vs S
-72.3%
+241.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.1% | -1.1% |
| 7D | +8.4% | -5.8% | +14.2% | +11.2% |
| 30D | -17.4% | -9.2% | -8.2% | -14.6% |
| 3M | -9.8% | +23.4% | -33.2% | -20.1% |
| 6M | +83.0% | +36.9% | +46.0% | +51.1% |
| YTD | +69.6% | +29.5% | +40.0% | +41.2% |
| 1Y | +144.9% | +5.4% | +139.5% | +123.8% |
| 3Y | +429.9% | +14.7% | +415.2% | +349.0% |
| 5Y | +169.2% | -71.5% | +240.7% | +258.5% |
| All | +169.2% | -72.3% | +241.5% | +258.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling