+115.3%
SPOT vs SITM
+187.3%
-72.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.8% | -0.2% |
| 7D | -3.1% | +3.9% | -6.9% | -3.8% |
| 30D | +7.4% | -6.6% | +14.0% | +8.0% |
| 3M | +8.2% | -11.9% | +20.0% | +7.8% |
| 6M | +2.2% | +81.1% | -78.9% | -14.9% |
| YTD | -9.5% | +80.0% | -89.4% | -26.2% |
| 1Y | -23.8% | +145.8% | -169.7% | -44.0% |
| 3Y | +233.5% | +475.9% | -242.4% | +65.7% |
| All | +115.3% | +187.3% | -72.0% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling