+44.4%
SITM vs SPYG
+10.8%
+33.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.3% | -10.6% | -12.1% |
| 7D | -19.5% | -2.8% | -16.8% | -14.2% |
| 30D | -43.2% | -6.2% | -37.0% | -34.1% |
| 3M | -30.8% | -3.6% | -27.2% | -23.5% |
| 6M | -28.6% | +4.8% | -33.4% | -30.4% |
| YTD | +14.2% | +11.0% | +3.2% | -0.8% |
| 1Y | +44.4% | +11.2% | +33.2% | +26.0% |
| All | +44.4% | +10.8% | +33.5% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling