+44.8%
SO vs SITM
+420.7%
-375.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +0.9% |
| 7D | +1.0% | +8.4% | -7.3% | +1.3% |
| 30D | -3.2% | -17.4% | +14.2% | -3.8% |
| 3M | -1.7% | -9.8% | +8.1% | -1.6% |
| 6M | -7.2% | +83.0% | -90.2% | -4.7% |
| YTD | +4.6% | +69.6% | -65.0% | +7.3% |
| 1Y | +1.2% | +144.9% | -143.7% | +5.5% |
| All | +44.8% | +420.7% | -375.9% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling