+4,437.5%
SITM vs WY
-1.6%
+4,439.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | +3.7% | -1.7% | +5.4% | +5.0% |
| 30D | -14.5% | -9.9% | -4.7% | -8.5% |
| 3M | -10.6% | -7.5% | -3.0% | -8.0% |
| 6M | +65.5% | -5.1% | +70.7% | +66.7% |
| YTD | +67.0% | -2.1% | +69.1% | +62.4% |
| 1Y | +138.6% | -7.3% | +146.0% | +141.1% |
| 3Y | +421.8% | -22.6% | +444.5% | +497.0% |
| 5Y | +172.4% | -19.8% | +192.2% | +220.6% |
| All | +4,437.5% | -1.6% | +4,439.0% | +5,488.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling