+230.9%
SPOT vs SITM
+423.6%
-192.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | -6.9% | +4.8% | -11.7% | -7.2% |
| 30D | +4.1% | -9.7% | +13.9% | +4.6% |
| 3M | +3.7% | -9.3% | +13.0% | +3.4% |
| 6M | -1.6% | +69.5% | -71.1% | -8.6% |
| YTD | -10.2% | +70.5% | -80.7% | -17.5% |
| 1Y | -25.9% | +145.3% | -171.2% | -36.0% |
| All | +230.9% | +423.6% | -192.7% | +149.9% |
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