+3,318.8%
SITM vs URA
+277.5%
+3,041.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -0.1% |
| 7D | -0.1% | +0.3% | -0.4% | +0.6% |
| 30D | -27.4% | -14.8% | -12.6% | -16.9% |
| 3M | -35.6% | -25.3% | -10.3% | -19.2% |
| 6M | -46.6% | -39.9% | -6.7% | -20.9% |
| YTD | +25.8% | -22.4% | +48.3% | +46.7% |
| 1Y | +38.2% | -29.0% | +67.2% | +72.6% |
| 3Y | +311.5% | +41.0% | +270.6% | +184.5% |
| 5Y | +94.6% | +38.3% | +56.3% | +30.8% |
| All | +3,318.8% | +277.5% | +3,041.3% | +503.1% |
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