+434.4%
SITM vs VO
+56.0%
+378.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | +0.6% |
| 7D | +3.7% | -0.6% | +4.3% | +5.2% |
| 30D | -14.5% | -1.9% | -12.6% | -9.9% |
| 3M | -10.6% | +3.3% | -13.8% | -16.9% |
| 6M | +65.5% | +9.7% | +55.8% | +34.2% |
| YTD | +67.0% | +12.6% | +54.4% | +25.8% |
| 1Y | +138.6% | +13.6% | +125.0% | +77.5% |
| All | +434.4% | +56.0% | +378.4% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling