+185.2%
SITM vs WY
-22.2%
+207.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.3% |
| 7D | +3.9% | -4.2% | +8.0% | +7.6% |
| 30D | -6.6% | -10.1% | +3.5% | +1.6% |
| 3M | -11.9% | -8.5% | -3.4% | -8.4% |
| 6M | +81.1% | -3.3% | +84.5% | +77.8% |
| YTD | +80.0% | -4.4% | +84.4% | +75.1% |
| 1Y | +145.8% | -11.5% | +157.3% | +157.6% |
| 3Y | +475.9% | -24.3% | +500.2% | +583.3% |
| All | +185.2% | -22.2% | +207.5% | +277.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling