+54.0%
SITM vs VLTO
+21.9%
+32.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.2% | -5.3% |
| 7D | +6.6% | +1.0% | +5.6% | +7.0% |
| 30D | -15.3% | +17.5% | -32.8% | -9.2% |
| 3M | -35.4% | +21.4% | -56.8% | -29.8% |
| 6M | -46.8% | +38.1% | -84.9% | -43.9% |
| YTD | +25.9% | +19.0% | +6.8% | +44.9% |
| 1Y | +54.0% | +20.7% | +33.3% | +76.2% |
| All | +54.0% | +21.9% | +32.1% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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