+146.2%
SN vs SITM
+50.0%
+96.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.3% | -6.1% | -0.3% |
| 7D | +3.5% | +17.2% | -13.7% | +2.0% |
| 30D | +19.4% | -17.1% | +36.6% | +20.9% |
| 3M | +20.9% | -29.2% | +50.1% | +23.6% |
| 6M | +111.1% | -47.6% | +158.7% | +126.4% |
| YTD | +102.8% | +33.8% | +69.0% | +63.9% |
| 1Y | +146.2% | +54.1% | +92.1% | +87.5% |
| All | +146.2% | +50.0% | +96.2% | +87.5% |
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