+4,608.4%
SITM vs Z
-7.9%
+4,616.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.1% | +8.7% | +7.6% |
| 7D | +9.7% | -3.0% | +12.7% | +11.2% |
| 30D | +12.7% | -4.2% | +16.9% | +12.4% |
| 3M | -13.4% | -3.7% | -9.7% | -15.6% |
| 6M | +59.6% | -24.5% | +84.1% | +75.1% |
| YTD | +73.3% | -49.3% | +122.6% | +128.3% |
| 1Y | +165.5% | -58.7% | +224.2% | +288.3% |
| 3Y | +368.7% | -34.1% | +402.9% | +409.7% |
| 5Y | +172.5% | -64.5% | +237.0% | +269.4% |
| All | +4,608.4% | -7.9% | +4,616.3% | +3,413.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling