+165.5%
SITM vs VO
+15.8%
+149.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.8% | +7.0% |
| 7D | +9.7% | -0.3% | +10.0% | +10.4% |
| 30D | +12.7% | -0.3% | +13.0% | +13.8% |
| 3M | -13.4% | +2.9% | -16.4% | -18.3% |
| 6M | +59.6% | +9.3% | +50.3% | +29.7% |
| YTD | +73.3% | +14.2% | +59.1% | +27.8% |
| 1Y | +165.5% | +15.3% | +150.3% | +98.4% |
| All | +165.5% | +15.8% | +149.7% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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