+145.8%
SITM vs WY
-9.1%
+154.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.6% |
| 7D | +3.9% | -4.2% | +8.0% | +3.6% |
| 30D | -6.6% | -10.1% | +3.5% | -6.9% |
| 3M | -11.9% | -8.5% | -3.4% | -12.4% |
| 6M | +81.1% | -3.3% | +84.5% | +76.5% |
| YTD | +80.0% | -4.4% | +84.4% | +75.0% |
| 1Y | +145.8% | -11.5% | +157.3% | +145.3% |
| All | +145.8% | -9.1% | +154.9% | +145.3% |
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