+165.5%
SITM vs WY
-5.4%
+170.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.5% |
| 7D | +9.7% | -2.6% | +12.3% | +9.6% |
| 30D | +12.7% | -10.9% | +23.6% | +12.7% |
| 3M | -13.4% | -6.0% | -7.4% | -13.6% |
| 6M | +59.6% | -5.6% | +65.3% | +58.0% |
| YTD | +73.3% | -1.1% | +74.4% | +68.7% |
| 1Y | +165.5% | -7.5% | +173.0% | +164.7% |
| All | +165.5% | -5.4% | +170.9% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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