+436.8%
SITM vs VLTO
+27.2%
+409.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.2% | +7.2% |
| 7D | +9.7% | -2.3% | +12.0% | +10.8% |
| 30D | +12.7% | -0.9% | +13.6% | +12.9% |
| 3M | -13.4% | +13.8% | -27.2% | -21.7% |
| 6M | +59.6% | +2.0% | +57.6% | +55.6% |
| YTD | +73.3% | -3.2% | +76.5% | +74.6% |
| 1Y | +165.5% | -9.2% | +174.7% | +179.2% |
| All | +436.8% | +27.2% | +409.6% | +347.6% |
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