+323.8%
SN vs SITM
+378.8%
-55.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.2% | +1.4% |
| 7D | +0.1% | +8.4% | -8.2% | -1.6% |
| 30D | -5.6% | -17.4% | +11.8% | -2.4% |
| 3M | +48.1% | -9.8% | +57.9% | +47.3% |
| 6M | +57.6% | +83.0% | -25.3% | +28.0% |
| YTD | +56.5% | +69.6% | -13.1% | +27.8% |
| 1Y | +52.6% | +144.9% | -92.3% | +11.7% |
| 3Y | +412.0% | +429.9% | -17.9% | +198.9% |
| All | +323.8% | +378.8% | -55.0% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling