+434.4%
SITM vs Z
-37.2%
+471.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | +3.7% | -7.1% | +10.8% | +6.4% |
| 30D | -14.5% | -4.8% | -9.7% | -14.0% |
| 3M | -10.6% | -9.3% | -1.2% | -10.3% |
| 6M | +65.5% | -29.0% | +94.5% | +85.3% |
| YTD | +67.0% | -52.9% | +119.9% | +125.6% |
| 1Y | +138.6% | -63.1% | +201.7% | +268.9% |
| All | +434.4% | -37.2% | +471.6% | +543.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling