+4,437.5%
SITM vs SPXU
-98.0%
+4,535.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -0.5% |
| 7D | +3.7% | +1.3% | +2.4% | +4.6% |
| 30D | -14.5% | +5.1% | -19.6% | -11.2% |
| 3M | -10.6% | -9.1% | -1.4% | -13.6% |
| 6M | +65.5% | -29.6% | +95.1% | +40.0% |
| YTD | +67.0% | -27.7% | +94.7% | +45.4% |
| 1Y | +138.6% | -37.0% | +175.6% | +94.7% |
| 3Y | +421.8% | -80.2% | +502.0% | +176.7% |
| 5Y | +172.4% | -86.0% | +258.4% | +75.6% |
| All | +4,437.5% | -98.0% | +4,535.5% | +2,146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling