+475.9%
SITM vs USFR
+14.1%
+461.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.5% | +5.8% |
| 7D | +3.9% | +0.1% | +3.7% | +4.4% |
| 30D | -6.6% | +0.4% | -6.9% | -5.1% |
| 3M | -11.9% | +1.0% | -12.9% | -7.6% |
| 6M | +81.1% | +2.0% | +79.2% | +91.6% |
| YTD | +80.0% | +2.8% | +77.2% | +86.6% |
| 1Y | +145.8% | +4.1% | +141.7% | +144.3% |
| 3Y | +475.9% | +14.1% | +461.7% | +329.5% |
| All | +475.9% | +14.1% | +461.7% | +329.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling