+44.4%
SITM vs SNY
+2.7%
+41.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +4.7% | -14.1% | -6.7% |
| 7D | -19.5% | +12.4% | -31.9% | -14.3% |
| 30D | -43.2% | +20.1% | -63.4% | -37.7% |
| 3M | -30.8% | +11.2% | -42.1% | -25.7% |
| 6M | -28.6% | +9.5% | -38.1% | -23.6% |
| YTD | +14.2% | +3.4% | +10.8% | +23.5% |
| 1Y | +44.4% | +2.0% | +42.4% | +56.9% |
| All | +44.4% | +2.7% | +41.6% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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