+171.7%
SPY vs SITM
+4,507.3%
-4,335.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | +0.5% | +8.4% | -7.8% | -0.5% |
| 30D | -0.9% | -17.4% | +16.5% | +1.2% |
| 3M | +3.9% | -9.8% | +13.7% | +3.8% |
| 6M | +14.5% | +83.0% | -68.4% | +2.8% |
| YTD | +12.9% | +69.6% | -56.7% | +1.6% |
| 1Y | +19.4% | +144.9% | -125.5% | +0.9% |
| 3Y | +78.5% | +429.9% | -351.4% | +27.4% |
| 5Y | +81.8% | +169.2% | -87.4% | +31.8% |
| All | +171.7% | +4,507.3% | -4,335.6% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling