+475.9%
SITM vs WY
-24.8%
+500.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +3.9% | -4.2% | +8.0% | +6.1% |
| 30D | -6.6% | -10.1% | +3.5% | -1.5% |
| 3M | -11.9% | -8.5% | -3.4% | -9.6% |
| 6M | +81.1% | -3.3% | +84.5% | +78.2% |
| YTD | +80.0% | -4.4% | +84.4% | +76.0% |
| 1Y | +145.8% | -11.5% | +157.3% | +155.0% |
| 3Y | +475.9% | -24.3% | +500.2% | +520.0% |
| All | +475.9% | -24.8% | +500.7% | +520.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling