+185.2%
SITM vs SPYG
+85.2%
+100.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +3.8% |
| 7D | +3.9% | -0.9% | +4.7% | +5.9% |
| 30D | -6.6% | -1.5% | -5.1% | -3.1% |
| 3M | -11.9% | +3.7% | -15.6% | -16.5% |
| 6M | +81.1% | +16.4% | +64.7% | +35.9% |
| YTD | +80.0% | +13.3% | +66.6% | +42.6% |
| 1Y | +145.8% | +17.9% | +128.0% | +79.8% |
| 3Y | +475.9% | +98.3% | +377.5% | +54.8% |
| All | +185.2% | +85.2% | +100.0% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling