-75.5%
SMR vs SITM
+155.7%
-231.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +5.5% | -21.2% | -17.3% |
| 7D | -11.2% | +3.9% | -15.1% | -12.6% |
| 30D | -10.2% | -6.6% | -3.6% | -9.2% |
| 3M | -10.0% | -11.9% | +1.8% | -9.3% |
| 6M | -30.5% | +81.1% | -111.6% | -43.6% |
| YTD | -39.2% | +80.0% | -119.2% | -52.1% |
| 1Y | -75.5% | +145.8% | -221.4% | -82.9% |
| All | -75.5% | +155.7% | -231.2% | -82.9% |
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 · 6 months rolling