+170.3%
SITM vs UUUU
+88.5%
+81.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.3% | +8.4% | +4.3% |
| 7D | +4.8% | -5.0% | +9.9% | +6.6% |
| 30D | -9.7% | -7.8% | -1.9% | -7.5% |
| 3M | -9.3% | -0.4% | -8.9% | -9.0% |
| 6M | +69.5% | -32.9% | +102.4% | +91.4% |
| YTD | +70.5% | -6.3% | +76.8% | +61.3% |
| 1Y | +145.3% | +7.9% | +137.3% | +102.3% |
| 3Y | +432.8% | +85.2% | +347.6% | +205.3% |
| All | +170.3% | +88.5% | +81.7% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling