+475.9%
SITM vs TRU
-1.3%
+477.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.6% | +5.1% |
| 7D | +3.9% | -2.7% | +6.6% | +5.3% |
| 30D | -6.6% | -2.0% | -4.5% | -6.6% |
| 3M | -11.9% | +18.4% | -30.3% | -23.8% |
| 6M | +81.1% | +8.9% | +72.3% | +63.5% |
| YTD | +80.0% | -8.9% | +88.9% | +77.9% |
| 1Y | +145.8% | -15.9% | +161.7% | +154.4% |
| 3Y | +475.9% | -1.1% | +477.0% | +465.2% |
| All | +475.9% | -1.3% | +477.2% | +465.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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