+84.6%
SITM vs Z
-54.7%
+139.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | +0.6% |
| 7D | +32.5% | -4.9% | +37.5% | +35.4% |
| 30D | -18.8% | +3.0% | -21.8% | -22.0% |
| 3M | -30.9% | -13.4% | -17.4% | -29.4% |
| 6M | -44.5% | -27.3% | -17.1% | -39.9% |
| YTD | +33.2% | -57.8% | +91.0% | +87.4% |
| 1Y | +53.8% | -60.0% | +113.9% | +123.5% |
| 3Y | +335.7% | -21.5% | +357.2% | +305.2% |
| 5Y | +84.6% | -55.0% | +139.6% | +123.5% |
| All | +84.6% | -54.7% | +139.4% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling