+4,608.4%
SITM vs SPY
+172.8%
+4,435.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +7.4% |
| 7D | +9.7% | +0.1% | +9.6% | +9.4% |
| 30D | +12.7% | +0.1% | +12.6% | +12.7% |
| 3M | -13.4% | +2.0% | -15.4% | -15.2% |
| 6M | +59.6% | +13.0% | +46.6% | +28.7% |
| YTD | +73.3% | +13.5% | +59.8% | +37.9% |
| 1Y | +165.5% | +20.0% | +145.6% | +91.1% |
| 3Y | +368.7% | +77.2% | +291.5% | +78.0% |
| 5Y | +172.5% | +81.9% | +90.6% | +11.8% |
| All | +4,608.4% | +172.8% | +4,435.6% | +1,369.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling