+11.1%
SKDD vs SITM
-44.1%
+55.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +28.6% | -12.0% | +40.6% | +16.4% |
| 7D | +60.6% | -27.3% | +87.8% | +24.4% |
| 30D | +76.2% | -50.1% | +126.3% | +5.2% |
| 3M | -4.6% | -34.6% | +30.0% | -26.1% |
| All | +11.1% | -44.1% | +55.1% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · Available span rolling