-9.8%
SITM vs SPXU
-8.0%
-1.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -0.2% |
| 7D | +8.4% | -1.5% | +9.8% | +6.4% |
| 30D | -17.4% | +3.7% | -21.1% | -13.5% |
| 3M | -9.8% | -9.6% | -0.3% | -17.5% |
| All | -9.8% | -8.0% | -1.8% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 3mo: compounded portfolio wealth divided by compounded SPXU 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…
3mo analysis · Full analysis span regression · Available span rolling