+445.6%
SITM vs SPY
+75.5%
+370.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +3.7% |
| 7D | +4.8% | -2.0% | +6.8% | +10.6% |
| 30D | -9.7% | -1.7% | -8.1% | -5.5% |
| 3M | -9.3% | +4.7% | -14.1% | -18.4% |
| 6M | +69.5% | +12.5% | +57.0% | +28.4% |
| YTD | +70.5% | +11.7% | +58.8% | +31.4% |
| 1Y | +145.3% | +17.5% | +127.8% | +67.1% |
| All | +445.6% | +75.5% | +370.1% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling