+96.5%
STM vs SITM
+47.5%
+49.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.4% | +3.3% | -2.7% |
| 7D | -6.0% | -19.5% | +13.5% | +1.5% |
| 30D | -20.9% | -43.2% | +22.3% | -3.8% |
| 3M | -15.8% | -30.8% | +15.1% | -5.5% |
| 6M | -17.0% | -28.6% | +11.5% | -7.6% |
| YTD | +76.8% | +14.2% | +62.6% | +71.0% |
| 1Y | +96.5% | +44.4% | +52.1% | +81.0% |
| All | +96.5% | +47.5% | +49.0% | +81.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling