+434.4%
SITM vs SM
-1.2%
+435.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | +3.7% | -0.2% | +3.9% | +3.7% |
| 30D | -14.5% | +20.3% | -34.8% | -19.5% |
| 3M | -10.6% | +22.9% | -33.5% | -17.5% |
| 6M | +65.5% | +47.8% | +17.7% | +36.6% |
| YTD | +67.0% | +107.5% | -40.4% | +16.0% |
| 1Y | +138.6% | +51.7% | +86.9% | +90.8% |
| All | +434.4% | -1.2% | +435.6% | +371.4% |
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