+339.9%
SITM vs Z
-20.9%
+360.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | +0.3% |
| 7D | +32.5% | -4.9% | +37.5% | +34.6% |
| 30D | -18.8% | +3.0% | -21.8% | -21.1% |
| 3M | -30.9% | -13.4% | -17.4% | -29.6% |
| 6M | -44.5% | -27.3% | -17.1% | -40.2% |
| YTD | +33.2% | -57.8% | +91.0% | +84.3% |
| 1Y | +53.8% | -60.0% | +113.9% | +119.9% |
| All | +339.9% | -20.9% | +360.7% | +326.0% |
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 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