+4,608.4%
SITM vs SFM
+312.6%
+4,295.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.9% | +3.7% | +6.1% |
| 7D | +9.7% | -0.1% | +9.8% | +9.7% |
| 30D | +12.7% | -4.4% | +17.1% | +13.3% |
| 3M | -13.4% | +1.5% | -14.9% | -13.9% |
| 6M | +59.6% | +6.5% | +53.1% | +56.6% |
| YTD | +73.3% | +2.2% | +71.1% | +70.7% |
| 1Y | +165.5% | -41.9% | +207.4% | +187.1% |
| 3Y | +368.7% | +106.8% | +262.0% | +295.9% |
| 5Y | +172.5% | +231.6% | -59.1% | +98.2% |
| All | +4,608.4% | +312.6% | +4,295.8% | +2,683.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling