+4,608.4%
SITM vs URA
+424.5%
+4,183.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.8% | +5.8% | +6.0% |
| 7D | +9.7% | +1.1% | +8.6% | +8.8% |
| 30D | +12.7% | +7.4% | +5.3% | +6.9% |
| 3M | -13.4% | -8.4% | -5.0% | -7.1% |
| 6M | +59.6% | -12.7% | +72.3% | +75.8% |
| YTD | +73.3% | +7.8% | +65.5% | +56.4% |
| 1Y | +165.5% | +19.5% | +146.1% | +113.3% |
| 3Y | +368.7% | +116.4% | +252.3% | +129.3% |
| 5Y | +172.5% | +134.3% | +38.2% | +17.4% |
| All | +4,608.4% | +424.5% | +4,183.9% | +543.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling