+429.9%
SITM vs URA
+121.0%
+308.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.3% | -4.2% |
| 7D | +8.4% | +8.1% | +0.3% | +2.7% |
| 30D | -17.4% | +5.8% | -23.2% | -20.6% |
| 3M | -9.8% | +3.4% | -13.3% | -11.8% |
| 6M | +83.0% | -2.6% | +85.6% | +84.6% |
| YTD | +69.6% | +11.2% | +58.4% | +50.0% |
| 1Y | +144.9% | +19.8% | +125.1% | +95.4% |
| 3Y | +429.9% | +121.5% | +308.4% | +182.4% |
| All | +429.9% | +121.0% | +308.8% | +182.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling