+165.5%
SITM vs SM
+36.8%
+128.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.1% | +9.6% | +6.3% |
| 7D | +9.7% | -0.5% | +10.2% | +9.7% |
| 30D | +12.7% | +25.6% | -12.9% | +15.2% |
| 3M | -13.4% | +8.0% | -21.5% | -11.0% |
| 6M | +59.6% | +50.8% | +8.8% | +60.7% |
| YTD | +73.3% | +97.9% | -24.6% | +68.1% |
| 1Y | +165.5% | +33.8% | +131.7% | +162.6% |
| All | +165.5% | +36.8% | +128.8% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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