+172.4%
SITM vs URA
+132.7%
+39.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.6% |
| 7D | +3.7% | +5.7% | -2.0% | -0.4% |
| 30D | -14.5% | +5.6% | -20.1% | -17.9% |
| 3M | -10.6% | +6.2% | -16.8% | -13.9% |
| 6M | +65.5% | -8.2% | +73.8% | +74.5% |
| YTD | +67.0% | +9.7% | +57.3% | +49.3% |
| 1Y | +138.6% | +17.0% | +121.6% | +96.0% |
| 3Y | +421.8% | +118.5% | +303.4% | +159.7% |
| 5Y | +172.4% | +134.3% | +38.1% | +26.6% |
| All | +172.4% | +132.7% | +39.7% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling