+165.5%
SITM vs USFR
+4.0%
+161.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +7.6% |
| 7D | +9.7% | +0.1% | +9.7% | +13.0% |
| 30D | +12.7% | +0.3% | +12.4% | +32.3% |
| 3M | -13.4% | +1.0% | -14.4% | +55.9% |
| 6M | +59.6% | +1.9% | +57.7% | +329.0% |
| YTD | +73.3% | +2.6% | +70.7% | +453.0% |
| 1Y | +165.5% | +4.0% | +161.5% | +1,332.8% |
| All | +165.5% | +4.0% | +161.6% | +1,332.8% |
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