+40.1%
SN vs SITM
+140.9%
-100.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.2% |
| 7D | -7.2% | +4.8% | -12.0% | -7.8% |
| 30D | -13.4% | -9.7% | -3.7% | -12.5% |
| 3M | +26.8% | -9.3% | +36.1% | +26.8% |
| 6M | +44.6% | +69.5% | -24.9% | +19.6% |
| YTD | +45.3% | +70.5% | -25.2% | +19.0% |
| 1Y | +40.1% | +145.3% | -105.1% | +3.4% |
| All | +40.1% | +140.9% | -100.8% | +3.4% |
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