+4,608.4%
SITM vs VO
+111.0%
+4,497.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.8% | +7.0% |
| 7D | +9.7% | -0.3% | +10.0% | +10.3% |
| 30D | +12.7% | -0.3% | +13.0% | +13.6% |
| 3M | -13.4% | +2.9% | -16.4% | -17.3% |
| 6M | +59.6% | +9.3% | +50.3% | +37.9% |
| YTD | +73.3% | +14.2% | +59.1% | +36.8% |
| 1Y | +165.5% | +15.3% | +150.3% | +108.2% |
| 3Y | +368.7% | +56.2% | +312.5% | +130.9% |
| 5Y | +172.5% | +42.4% | +130.1% | +77.7% |
| All | +4,608.4% | +111.0% | +4,497.4% | +2,495.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling