+434.4%
SITM vs SFM
+83.0%
+351.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.2% |
| 7D | +3.7% | -7.2% | +10.9% | +4.4% |
| 30D | -14.5% | -14.3% | -0.2% | -13.4% |
| 3M | -10.6% | -13.7% | +3.2% | -9.6% |
| 6M | +65.5% | -6.0% | +71.6% | +65.6% |
| YTD | +67.0% | -8.2% | +75.2% | +67.7% |
| 1Y | +138.6% | -46.2% | +184.9% | +162.6% |
| All | +434.4% | +83.0% | +351.4% | +346.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling