+104.4%
SITM vs WOLF
+60.4%
+43.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.7% |
| 7D | +8.4% | +9.8% | -1.4% | +5.3% |
| 30D | -17.4% | -12.1% | -5.3% | -14.2% |
| 3M | -9.8% | -47.9% | +38.1% | +3.6% |
| 6M | +83.0% | +74.3% | +8.7% | +59.5% |
| YTD | +69.6% | +65.9% | +3.7% | +49.7% |
| All | +104.4% | +60.4% | +43.9% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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