+315.6%
SITM vs SM
-3.9%
+319.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.5% |
| 7D | +6.6% | +9.4% | -2.8% | +3.7% |
| 30D | -15.3% | -14.4% | -1.0% | -11.8% |
| 3M | -35.4% | +1.6% | -36.9% | -36.8% |
| 6M | -46.8% | +6.3% | -53.1% | -49.8% |
| YTD | +25.9% | +78.8% | -52.9% | -10.8% |
| 1Y | +54.0% | +83.1% | -29.1% | +7.2% |
| 3Y | +315.6% | -5.9% | +321.5% | +265.7% |
| All | +315.6% | -3.9% | +319.5% | +265.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling