+4,608.4%
SITM vs SM
+381.3%
+4,227.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.5% | +9.1% | +7.0% |
| 7D | +9.7% | +0.1% | +9.6% | +9.7% |
| 30D | +12.7% | +26.3% | -13.6% | +8.1% |
| 3M | -13.4% | +8.7% | -22.1% | -15.3% |
| 6M | +59.6% | +51.7% | +7.9% | +45.2% |
| YTD | +73.3% | +99.0% | -25.7% | +49.7% |
| 1Y | +165.5% | +34.6% | +131.0% | +144.7% |
| 3Y | +368.7% | -7.8% | +376.5% | +354.6% |
| 5Y | +172.5% | +104.8% | +67.7% | +139.8% |
| All | +4,608.4% | +381.3% | +4,227.1% | +3,656.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling