+314.5%
SITM vs VLTO
+57.1%
+257.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.9% | +6.2% |
| 7D | +17.2% | +1.5% | +15.7% | +16.7% |
| 30D | -17.1% | +20.9% | -38.1% | -22.7% |
| 3M | -29.2% | +21.4% | -50.6% | -34.3% |
| 6M | -47.6% | +37.6% | -85.2% | -55.7% |
| YTD | +33.8% | +19.5% | +14.2% | +24.5% |
| 1Y | +54.1% | +22.0% | +32.1% | +41.0% |
| 3Y | +337.6% | +70.7% | +266.9% | +221.4% |
| All | +314.5% | +57.1% | +257.4% | +219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling