+54.0%
SITM vs Z
-58.2%
+112.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.5% | -9.0% | -4.9% |
| 7D | +6.6% | +0.8% | +5.8% | +6.8% |
| 30D | -15.3% | +5.2% | -20.5% | -13.6% |
| 3M | -35.4% | -17.0% | -18.3% | -36.3% |
| 6M | -46.8% | -22.7% | -24.1% | -46.1% |
| YTD | +25.9% | -56.3% | +82.2% | +39.7% |
| 1Y | +54.0% | -57.7% | +111.7% | +70.0% |
| All | +54.0% | -58.2% | +112.2% | +70.0% |
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