+44.4%
SITM vs Z
-54.2%
+98.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +9.4% | -18.8% | -7.0% |
| 7D | -19.5% | +10.2% | -29.7% | -17.2% |
| 30D | -43.2% | +23.7% | -66.9% | -40.1% |
| 3M | -30.8% | -6.6% | -24.3% | -29.9% |
| 6M | -28.6% | -23.0% | -5.6% | -25.1% |
| YTD | +14.2% | -50.3% | +64.5% | +27.6% |
| 1Y | +44.4% | -53.6% | +98.0% | +67.2% |
| All | +44.4% | -54.2% | +98.5% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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