+172.4%
SITM vs SM
+119.2%
+53.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | +3.7% | -0.2% | +3.9% | +3.6% |
| 30D | -14.5% | +20.3% | -34.8% | -19.9% |
| 3M | -10.6% | +22.9% | -33.5% | -18.4% |
| 6M | +65.5% | +47.8% | +17.7% | +36.3% |
| YTD | +67.0% | +107.5% | -40.4% | +18.3% |
| 1Y | +138.6% | +51.7% | +86.9% | +90.2% |
| 3Y | +421.8% | -0.9% | +422.7% | +368.9% |
| 5Y | +172.4% | +112.2% | +60.2% | +118.9% |
| All | +172.4% | +119.2% | +53.2% | +118.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling