+174.0%
SITM vs SPXU
-85.5%
+259.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +3.7% |
| 7D | +4.8% | +6.4% | -1.5% | +10.6% |
| 30D | -9.7% | +5.9% | -15.7% | -4.7% |
| 3M | -9.3% | -11.7% | +2.3% | -15.5% |
| 6M | +69.5% | -28.7% | +98.2% | +37.7% |
| YTD | +70.5% | -26.4% | +96.9% | +44.1% |
| 1Y | +145.3% | -35.2% | +180.5% | +91.6% |
| 3Y | +432.8% | -79.8% | +512.6% | +127.3% |
| 5Y | +174.0% | -86.1% | +260.1% | +56.9% |
| All | +174.0% | -85.5% | +259.6% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling