+4,437.5%
SITM vs SPYG
+216.5%
+4,220.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -0.8% |
| 7D | +3.7% | +0.3% | +3.4% | +3.0% |
| 30D | -14.5% | -1.7% | -12.8% | -11.4% |
| 3M | -10.6% | +3.6% | -14.2% | -14.4% |
| 6M | +65.5% | +16.6% | +48.9% | +28.9% |
| YTD | +67.0% | +13.4% | +53.6% | +36.8% |
| 1Y | +138.6% | +19.6% | +119.0% | +77.9% |
| 3Y | +421.8% | +99.8% | +322.1% | +71.7% |
| 5Y | +172.4% | +85.0% | +87.5% | +17.1% |
| All | +4,437.5% | +216.5% | +4,220.9% | +1,297.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling