+145.3%
SITM vs SFM
-46.9%
+192.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.1% |
| 7D | +4.8% | -8.8% | +13.6% | +4.5% |
| 30D | -9.7% | -14.5% | +4.7% | -10.2% |
| 3M | -9.3% | -16.8% | +7.5% | -10.1% |
| 6M | +69.5% | -5.3% | +74.9% | +70.0% |
| YTD | +70.5% | -9.4% | +79.9% | +73.1% |
| 1Y | +145.3% | -46.2% | +191.4% | +161.5% |
| All | +145.3% | -46.9% | +192.2% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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