+368.8%
SNXX vs SITM
+80.7%
+288.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +5.5% | -12.6% | -12.8% |
| 7D | -12.0% | +3.9% | -15.9% | -16.3% |
| 30D | +37.9% | -6.6% | +44.5% | +50.4% |
| 3M | -52.7% | -11.9% | -40.8% | -43.6% |
| 6M | +194.8% | +81.1% | +113.7% | +84.8% |
| All | +368.8% | +80.7% | +288.1% | +204.1% |
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