+172.4%
SITM vs Z
-65.8%
+238.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | +3.7% | -7.1% | +10.8% | +7.0% |
| 30D | -14.5% | -4.8% | -9.7% | -13.8% |
| 3M | -10.6% | -9.3% | -1.2% | -10.4% |
| 6M | +65.5% | -29.0% | +94.5% | +86.3% |
| YTD | +67.0% | -52.9% | +119.9% | +126.3% |
| 1Y | +138.6% | -63.1% | +201.7% | +267.4% |
| 3Y | +421.8% | -36.9% | +458.7% | +478.3% |
| 5Y | +172.4% | -65.5% | +237.9% | +218.2% |
| All | +172.4% | -65.8% | +238.2% | +218.2% |
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 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