+44.4%
SITM vs USFR
+4.1%
+40.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | 0.0% | -9.4% | -9.4% |
| 7D | -19.5% | +0.1% | -19.6% | -16.0% |
| 30D | -43.2% | +0.4% | -43.6% | -33.2% |
| 3M | -30.8% | +1.1% | -31.9% | +14.8% |
| 6M | -28.6% | +2.0% | -30.6% | +124.2% |
| YTD | +14.2% | +3.4% | +10.8% | +432.4% |
| 1Y | +44.4% | +4.1% | +40.3% | +828.6% |
| All | +44.4% | +4.1% | +40.3% | +828.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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