+66.7%
SNXX vs SITM
+14.6%
+52.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -9.4% | -6.4% | -5.5% |
| 7D | -47.8% | -19.5% | -28.3% | -31.3% |
| 30D | -66.0% | -43.2% | -22.8% | -35.1% |
| 3M | -57.5% | -30.8% | -26.6% | -41.3% |
| 6M | -66.7% | -28.6% | -38.1% | -44.4% |
| All | +66.7% | +14.6% | +52.1% | +82.5% |
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