+11.1%
SMR vs SITM
+195.8%
-184.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.1% | +17.4% | +15.9% |
| 7D | +21.4% | +8.4% | +13.0% | +18.2% |
| 30D | +13.8% | -17.4% | +31.3% | +20.0% |
| 3M | +3.9% | -9.8% | +13.7% | +5.0% |
| 6M | -4.2% | +83.0% | -87.2% | -23.7% |
| YTD | -21.1% | +69.6% | -90.7% | -37.3% |
| 1Y | -67.1% | +144.9% | -212.0% | -77.0% |
| 3Y | +88.9% | +429.9% | -341.0% | +9.6% |
| All | +11.1% | +195.8% | -184.7% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling