+54.5%
SO vs SITM
+344.7%
-290.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.3% | -6.1% | +0.5% |
| 7D | +0.8% | +17.2% | -16.4% | +1.5% |
| 30D | +7.8% | -17.1% | +24.9% | +7.3% |
| 3M | +2.9% | -29.2% | +32.1% | +2.0% |
| 6M | +2.5% | -47.6% | +50.0% | +1.0% |
| YTD | +10.3% | +33.8% | -23.5% | +12.9% |
| 1Y | +6.4% | +54.1% | -47.7% | +9.7% |
| All | +54.5% | +344.7% | -290.2% | +64.0% |
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