+165.5%
SITM vs URA
+17.2%
+148.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.8% | +5.8% | +6.1% |
| 7D | +9.7% | +1.1% | +8.6% | +9.1% |
| 30D | +12.7% | +7.4% | +5.3% | +8.8% |
| 3M | -13.4% | -8.4% | -5.0% | -10.4% |
| 6M | +59.6% | -12.7% | +72.3% | +65.1% |
| YTD | +73.3% | +7.8% | +65.5% | +64.5% |
| 1Y | +165.5% | +19.5% | +146.1% | +126.5% |
| All | +165.5% | +17.2% | +148.3% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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