+77.7%
SPY vs SITM
+318.4%
-240.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.2% | +0.2% |
| 7D | +2.6% | +6.6% | -4.0% | +1.8% |
| 30D | -2.0% | -15.3% | +13.3% | -0.7% |
| 3M | -2.8% | -35.4% | +32.6% | +0.8% |
| 6M | +2.1% | -46.8% | +48.9% | +7.0% |
| YTD | +11.5% | +25.9% | -14.4% | +3.8% |
| 1Y | +13.5% | +54.0% | -40.5% | +2.7% |
| 3Y | +77.7% | +315.6% | -237.9% | +35.1% |
| All | +77.7% | +318.4% | -240.7% | +35.1% |
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 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