+174.0%
SITM vs USFR
+20.4%
+153.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.2% |
| 7D | +4.8% | +0.1% | +4.8% | +5.1% |
| 30D | -9.7% | +0.3% | -10.0% | -8.8% |
| 3M | -9.3% | +1.0% | -10.3% | -6.6% |
| 6M | +69.5% | +1.9% | +67.6% | +76.9% |
| YTD | +70.5% | +2.7% | +67.8% | +77.6% |
| 1Y | +145.3% | +4.0% | +141.2% | +153.7% |
| 3Y | +432.8% | +14.1% | +418.7% | +472.6% |
| 5Y | +174.0% | +20.5% | +153.5% | +266.2% |
| All | +174.0% | +20.4% | +153.6% | +266.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling