+145.8%
SITM vs URA
+7.9%
+137.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.3% | +8.8% | +7.2% |
| 7D | +3.9% | -5.5% | +9.3% | +6.6% |
| 30D | -6.6% | -3.7% | -2.9% | -5.0% |
| 3M | -11.9% | -2.9% | -9.0% | -10.9% |
| 6M | +81.1% | -15.2% | +96.4% | +90.9% |
| YTD | +80.0% | +1.9% | +78.1% | +75.7% |
| 1Y | +145.8% | +6.9% | +138.9% | +122.5% |
| All | +145.8% | +7.9% | +137.9% | +122.5% |
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