+145.8%
SITM vs UUUU
+3.5%
+142.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.0% | +10.5% | +6.7% |
| 7D | +3.9% | -10.5% | +14.4% | +6.4% |
| 30D | -6.6% | -10.5% | +3.9% | -4.4% |
| 3M | -11.9% | -14.1% | +2.3% | -9.6% |
| 6M | +81.1% | -35.5% | +116.6% | +90.0% |
| YTD | +80.0% | -10.9% | +90.9% | +84.2% |
| 1Y | +145.8% | +3.4% | +142.5% | +140.2% |
| All | +145.8% | +3.5% | +142.3% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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